+195.9%
PDD vs VMC
+153.0%
+42.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -3.8% | -4.3% | +0.5% | -2.8% |
| 30D | -2.4% | +16.2% | -18.6% | -6.4% |
| 3M | -12.7% | -0.8% | -11.9% | -12.7% |
| 6M | -20.0% | +1.2% | -21.2% | -20.9% |
| YTD | -30.3% | +0.5% | -30.8% | -31.2% |
| 1Y | -42.4% | -2.9% | -39.5% | -42.6% |
| 3Y | -27.5% | +37.3% | -64.9% | -35.3% |
| 5Y | -14.9% | +48.8% | -63.7% | -26.8% |
| All | +195.9% | +153.0% | +42.9% | +145.9% |
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