+190.4%
PDD vs VIG
+175.9%
+14.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -7.6% | +3.1% | -10.7% | -10.2% |
| 30D | -5.4% | +5.0% | -10.4% | -9.7% |
| 3M | -12.9% | +2.7% | -15.6% | -15.2% |
| 6M | -19.0% | +11.0% | -30.0% | -26.6% |
| YTD | -31.6% | +16.0% | -47.6% | -40.3% |
| 1Y | -43.0% | +16.3% | -59.3% | -50.3% |
| 3Y | -28.9% | +66.8% | -95.7% | -55.6% |
| 5Y | -18.4% | +64.8% | -83.2% | -48.0% |
| All | +190.4% | +175.9% | +14.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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