-16.4%
PDD vs VICR
+201.6%
-218.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.2% |
| 7D | -4.1% | +9.8% | -14.0% | -5.1% |
| 30D | -13.1% | -12.6% | -0.5% | -12.2% |
| 3M | -3.5% | -29.7% | +26.2% | -1.5% |
| 6M | -21.8% | +18.8% | -40.6% | -27.0% |
| YTD | -29.7% | +76.4% | -106.1% | -38.2% |
| 1Y | -36.2% | +282.4% | -318.6% | -50.1% |
| 3Y | -16.4% | +206.2% | -222.5% | -31.5% |
| All | -16.4% | +201.6% | -218.0% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling