-29.1%
PDD vs VG
-44.6%
+15.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.9% |
| 7D | -4.9% | +14.0% | -18.9% | -4.9% |
| 30D | -3.0% | -1.0% | -2.1% | -3.1% |
| 3M | -6.2% | -2.7% | -3.5% | -6.2% |
| 6M | -20.7% | +1.5% | -22.2% | -20.9% |
| YTD | -30.4% | +93.7% | -124.1% | -33.5% |
| 1Y | -41.3% | +68.5% | -109.8% | -43.5% |
| All | -29.1% | -44.6% | +15.5% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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