+194.4%
PDD vs VGT
+436.9%
-242.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -4.4% | +1.5% | -5.9% | -5.6% |
| 30D | -15.5% | +0.5% | -16.0% | -16.2% |
| 3M | -4.1% | +5.3% | -9.3% | -9.7% |
| 6M | -23.4% | +32.4% | -55.9% | -41.6% |
| YTD | -30.7% | +28.6% | -59.3% | -45.8% |
| 1Y | -37.6% | +37.6% | -75.3% | -54.2% |
| 3Y | -17.5% | +125.5% | -143.0% | -64.1% |
| 5Y | -24.6% | +135.2% | -159.8% | -67.6% |
| All | +194.4% | +436.9% | -242.5% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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