+211.0%
PDD vs VFC
-70.1%
+281.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +5.6% | +11.2% | -5.6% | +3.5% |
| 30D | +5.8% | +41.5% | -35.7% | -1.1% |
| 3M | -8.6% | +38.9% | -47.5% | -14.4% |
| 6M | -18.8% | +6.1% | -25.0% | -20.7% |
| YTD | -26.8% | +14.5% | -41.3% | -29.8% |
| 1Y | -39.3% | +46.0% | -85.2% | -44.7% |
| 3Y | -22.5% | +36.4% | -58.9% | -35.3% |
| 5Y | -0.8% | -67.5% | +66.8% | +20.9% |
| All | +211.0% | -70.1% | +281.1% | +337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling