-26.2%
PDD vs VG
-39.3%
+13.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -4.1% | +1.7% | -5.8% | -4.1% |
| 30D | -9.6% | +16.0% | -25.6% | -9.8% |
| 3M | -4.3% | +9.7% | -14.0% | -4.5% |
| 6M | -18.8% | +29.6% | -48.3% | -19.9% |
| YTD | -27.5% | +112.0% | -139.5% | -30.7% |
| 1Y | -33.6% | +12.8% | -46.4% | -34.4% |
| All | -26.2% | -39.3% | +13.2% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling