-36.2%
PDD vs VMC
-11.8%
-24.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.3% | -2.7% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -13.1% | -9.1% | -4.0% | -11.8% |
| 3M | -3.5% | -4.1% | +0.7% | -3.6% |
| 6M | -21.8% | -5.5% | -16.3% | -21.6% |
| YTD | -29.7% | -8.9% | -20.8% | -29.4% |
| 1Y | -36.2% | -12.9% | -23.3% | -35.6% |
| All | -36.2% | -11.8% | -24.4% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling