-22.5%
PDD vs VMC
+38.8%
-61.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +5.6% | +0.5% | +5.1% | +5.5% |
| 30D | +5.8% | +15.8% | -10.0% | +2.5% |
| 3M | -8.6% | +0.6% | -9.2% | -8.9% |
| 6M | -18.8% | -4.0% | -14.8% | -18.5% |
| YTD | -26.8% | -0.3% | -26.5% | -27.5% |
| 1Y | -39.3% | -0.5% | -38.8% | -39.9% |
| 3Y | -22.5% | +39.6% | -62.1% | -14.4% |
| All | -22.5% | +38.8% | -61.3% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling