+194.4%
PDD vs VICR
+214.8%
-20.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.4% |
| 7D | -4.4% | +1.3% | -5.7% | -4.7% |
| 30D | -15.5% | -11.9% | -3.5% | -13.8% |
| 3M | -4.1% | -35.1% | +31.1% | +1.8% |
| 6M | -23.4% | +8.1% | -31.6% | -30.7% |
| YTD | -30.7% | +67.8% | -98.4% | -44.7% |
| 1Y | -37.6% | +267.3% | -304.9% | -60.2% |
| 3Y | -17.5% | +191.2% | -208.8% | -49.7% |
| 5Y | -24.6% | +48.1% | -72.7% | -49.3% |
| All | +194.4% | +214.8% | -20.4% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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