-27.7%
PDD vs VMC
+35.0%
-62.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.0% |
| 7D | -4.9% | -1.3% | -3.6% | -4.7% |
| 30D | -3.0% | +15.5% | -18.5% | -6.0% |
| 3M | -6.2% | +0.6% | -6.8% | -6.5% |
| 6M | -20.7% | +2.1% | -22.8% | -21.6% |
| YTD | -30.4% | -1.6% | -28.8% | -30.9% |
| 1Y | -41.3% | -1.2% | -40.1% | -41.8% |
| 3Y | -27.7% | +35.3% | -63.0% | -21.3% |
| All | -27.7% | +35.0% | -62.7% | -21.3% |
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