+211.0%
PDD vs VCLT
+14.8%
+196.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +5.6% | +0.3% | +5.4% | +5.5% |
| 30D | +5.8% | +3.7% | +2.1% | +3.7% |
| 3M | -8.6% | -1.0% | -7.6% | -8.2% |
| 6M | -18.8% | -3.4% | -15.5% | -17.5% |
| YTD | -26.8% | -2.6% | -24.2% | -25.9% |
| 1Y | -39.3% | -3.3% | -36.0% | -38.3% |
| 3Y | -22.5% | +17.3% | -39.8% | -30.0% |
| 5Y | -0.8% | -17.0% | +16.2% | +4.8% |
| All | +211.0% | +14.8% | +196.2% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling