+195.8%
PDD vs VCLT
+12.8%
+183.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -4.9% | -2.3% | -2.6% | -3.7% |
| 30D | -3.0% | +0.8% | -3.8% | -3.4% |
| 3M | -6.2% | -2.7% | -3.5% | -4.8% |
| 6M | -20.7% | -4.3% | -16.4% | -18.9% |
| YTD | -30.4% | -4.3% | -26.0% | -28.8% |
| 1Y | -41.3% | -4.4% | -36.9% | -40.0% |
| 3Y | -27.7% | +13.8% | -41.5% | -33.6% |
| 5Y | -16.9% | -17.0% | +0.1% | -11.9% |
| All | +195.8% | +12.8% | +183.0% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling