-13.6%
PDD vs VFC
-68.3%
+54.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.4% | +1.3% |
| 7D | -4.9% | +1.6% | -6.5% | -5.2% |
| 30D | -3.0% | +25.5% | -28.5% | -7.1% |
| 3M | -6.2% | +41.3% | -47.5% | -12.2% |
| 6M | -20.7% | +22.2% | -42.9% | -24.6% |
| YTD | -30.4% | +16.4% | -46.8% | -33.4% |
| 1Y | -41.3% | +38.4% | -79.7% | -45.9% |
| 3Y | -27.7% | +56.2% | -83.9% | -43.2% |
| All | -13.6% | -68.3% | +54.8% | +62.5% |
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