-22.5%
PDD vs VLTO
+69.5%
-92.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +5.6% | +5.4% | +0.2% | +3.9% |
| 30D | +5.8% | +22.3% | -16.5% | -0.9% |
| 3M | -8.6% | +19.6% | -28.2% | -13.8% |
| 6M | -18.8% | +35.2% | -54.0% | -26.5% |
| YTD | -26.8% | +17.9% | -44.6% | -30.7% |
| 1Y | -39.3% | +19.5% | -58.8% | -43.0% |
| 3Y | -22.5% | +73.9% | -96.4% | -34.5% |
| All | -22.5% | +69.5% | -92.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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