-23.7%
PDD vs VFC
-79.1%
+55.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.3% |
| 7D | -4.1% | -1.6% | -2.5% | -3.8% |
| 30D | -9.6% | -11.6% | +2.0% | -7.6% |
| 3M | -4.3% | -18.1% | +13.8% | -1.5% |
| 6M | -18.8% | -27.4% | +8.6% | -14.9% |
| YTD | -27.5% | -24.8% | -2.7% | -24.7% |
| 1Y | -33.6% | -8.2% | -25.4% | -34.2% |
| 3Y | -20.4% | -29.1% | +8.7% | -22.1% |
| All | -23.7% | -79.1% | +55.4% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling