+195.8%
PDD vs VGT
+394.4%
-198.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +3.2% |
| 7D | -4.9% | +2.5% | -7.4% | -7.0% |
| 30D | -3.0% | -9.5% | +6.5% | +3.8% |
| 3M | -6.2% | -9.5% | +3.3% | -0.1% |
| 6M | -20.7% | -1.8% | -18.9% | -22.7% |
| YTD | -30.4% | +18.4% | -48.8% | -42.7% |
| 1Y | -41.3% | +18.7% | -60.0% | -51.8% |
| 3Y | -27.7% | +103.8% | -131.5% | -66.2% |
| 5Y | -16.9% | +104.4% | -121.2% | -60.4% |
| All | +195.8% | +394.4% | -198.6% | -20.5% |
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