+194.4%
PDD vs VEEV
+215.9%
-21.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | -4.4% | -7.1% | +2.7% | -1.2% |
| 30D | -15.5% | +11.1% | -26.6% | -20.7% |
| 3M | -4.1% | +55.5% | -59.6% | -23.8% |
| 6M | -23.4% | +33.4% | -56.8% | -35.5% |
| YTD | -30.7% | +16.8% | -47.5% | -38.0% |
| 1Y | -37.6% | -7.7% | -29.9% | -37.7% |
| 3Y | -17.5% | +18.4% | -35.9% | -32.9% |
| 5Y | -24.6% | -14.8% | -9.8% | -29.9% |
| All | +194.4% | +215.9% | -21.5% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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