-23.7%
PDD vs VGT
+133.3%
-157.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | -4.1% | +1.0% | -5.1% | -4.9% |
| 30D | -9.6% | +1.3% | -10.9% | -10.9% |
| 3M | -4.3% | -1.1% | -3.1% | -5.0% |
| 6M | -18.8% | +32.6% | -51.4% | -38.4% |
| YTD | -27.5% | +29.0% | -56.5% | -43.7% |
| 1Y | -33.6% | +39.7% | -73.3% | -52.2% |
| 3Y | -20.4% | +120.9% | -141.3% | -67.2% |
| All | -23.7% | +133.3% | -157.0% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling