-41.7%
PDD vs VFC
+42.4%
-84.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.7% | -3.3% |
| 7D | -1.4% | +7.7% | -9.1% | -2.3% |
| 30D | -1.0% | +39.2% | -40.2% | -4.6% |
| 3M | -12.3% | +40.3% | -52.5% | -15.6% |
| 6M | -18.5% | +11.4% | -29.9% | -19.4% |
| YTD | -29.0% | +17.5% | -46.5% | -30.7% |
| All | -41.7% | +42.4% | -84.1% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling