-14.9%
PDD vs VMC
+25.7%
-40.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -4.1% | -4.3% | +0.3% | -3.2% |
| 30D | -9.6% | -8.2% | -1.4% | -8.0% |
| 3M | -4.3% | -7.0% | +2.8% | -3.2% |
| 6M | -18.8% | -10.8% | -8.0% | -17.2% |
| YTD | -27.5% | -7.4% | -20.1% | -27.0% |
| 1Y | -33.6% | -9.5% | -24.1% | -32.9% |
| All | -14.9% | +25.7% | -40.6% | -18.7% |
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