+198.7%
PDD vs VIG
+162.1%
+36.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.3% |
| 7D | -4.1% | -0.4% | -3.7% | -3.8% |
| 30D | -13.1% | -2.1% | -11.0% | -11.5% |
| 3M | -3.5% | +3.3% | -6.8% | -6.4% |
| 6M | -21.8% | +9.3% | -31.1% | -27.9% |
| YTD | -29.7% | +10.1% | -39.8% | -35.5% |
| 1Y | -36.2% | +14.7% | -50.9% | -43.5% |
| 3Y | -16.4% | +56.9% | -73.3% | -44.7% |
| 5Y | -23.8% | +62.9% | -86.8% | -50.5% |
| All | +198.7% | +162.1% | +36.6% | +30.0% |
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