+197.4%
PDD vs VGT
+391.5%
-194.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.3% |
| 7D | -1.0% | -4.1% | +3.2% | +1.8% |
| 30D | -2.4% | -13.6% | +11.2% | +8.7% |
| 3M | -14.6% | -8.0% | -6.6% | -10.3% |
| 6M | -19.6% | -1.5% | -18.1% | -21.8% |
| YTD | -30.0% | +17.7% | -47.7% | -42.1% |
| 1Y | -42.5% | +13.8% | -56.3% | -51.0% |
| 3Y | -27.2% | +101.6% | -128.8% | -65.6% |
| 5Y | -8.2% | +106.7% | -114.9% | -56.7% |
| All | +197.4% | +391.5% | -194.1% | -19.6% |
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