+201.5%
PDD vs VMC
+157.0%
+44.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.6% |
| 30D | -1.0% | +18.3% | -19.4% | -5.6% |
| 3M | -12.3% | +1.9% | -14.1% | -12.9% |
| 6M | -18.5% | +2.4% | -20.9% | -19.6% |
| YTD | -29.0% | +2.1% | -31.1% | -30.2% |
| 1Y | -40.7% | +1.5% | -42.2% | -41.6% |
| 3Y | -25.7% | +41.5% | -67.1% | -34.2% |
| 5Y | -3.3% | +46.4% | -49.7% | -16.7% |
| All | +201.5% | +157.0% | +44.5% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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