+207.9%
PDD vs VICR
+222.9%
-15.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -0.5% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | -9.6% | -13.9% | +4.3% | -7.3% |
| 3M | -4.3% | -38.4% | +34.1% | +2.7% |
| 6M | -18.8% | -7.2% | -11.6% | -23.9% |
| YTD | -27.5% | +72.0% | -99.5% | -42.5% |
| 1Y | -33.6% | +263.3% | -296.9% | -57.5% |
| 3Y | -20.4% | +173.3% | -193.7% | -50.3% |
| 5Y | -19.6% | +47.3% | -66.9% | -45.7% |
| All | +207.9% | +222.9% | -15.0% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling