-14.5%
PDD vs VICR
+3.0%
-17.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.2% |
| 7D | -1.0% | -9.7% | +8.7% | 0.0% |
| 30D | -2.4% | -39.2% | +36.8% | +3.9% |
| 3M | -14.6% | -22.6% | +7.9% | -14.0% |
| 6M | -19.6% | -37.0% | +17.3% | -19.3% |
| YTD | -30.0% | +47.5% | -77.5% | -42.5% |
| 1Y | -42.5% | +75.0% | -117.5% | -54.5% |
| 3Y | -27.2% | +343.0% | -370.1% | -57.8% |
| All | -14.5% | +3.0% | -17.5% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling