+201.5%
PDD vs VFC
-69.4%
+270.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.7% | -3.5% |
| 7D | -1.4% | +7.7% | -9.1% | -2.9% |
| 30D | -1.0% | +39.2% | -40.2% | -7.2% |
| 3M | -12.3% | +40.3% | -52.5% | -18.0% |
| 6M | -18.5% | +11.4% | -29.9% | -21.1% |
| YTD | -29.0% | +17.5% | -46.5% | -32.3% |
| 1Y | -40.7% | +45.9% | -86.6% | -46.0% |
| 3Y | -25.7% | +47.3% | -73.0% | -39.2% |
| 5Y | -3.3% | -67.2% | +63.9% | +17.6% |
| All | +201.5% | -69.4% | +270.8% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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