+198.7%
PDD vs VCLT
+15.4%
+183.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.1% | +0.3% | -4.4% | -4.3% |
| 30D | -13.1% | -0.6% | -12.5% | -12.8% |
| 3M | -3.5% | -2.2% | -1.2% | -2.4% |
| 6M | -21.8% | -2.9% | -18.9% | -20.6% |
| YTD | -29.7% | -2.1% | -27.6% | -29.0% |
| 1Y | -36.2% | -2.6% | -33.6% | -35.4% |
| 3Y | -16.4% | +12.5% | -28.9% | -22.5% |
| 5Y | -23.8% | -15.3% | -8.6% | -20.3% |
| All | +198.7% | +15.4% | +183.2% | +118.1% |
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