+207.9%
PDD vs VMC
+133.2%
+74.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -4.1% | -4.3% | +0.3% | -2.9% |
| 30D | -9.6% | -8.2% | -1.4% | -7.5% |
| 3M | -4.3% | -7.0% | +2.8% | -2.8% |
| 6M | -18.8% | -10.8% | -8.0% | -16.7% |
| YTD | -27.5% | -7.4% | -20.1% | -26.7% |
| 1Y | -33.6% | -9.5% | -24.1% | -32.6% |
| 3Y | -20.4% | +20.5% | -40.9% | -26.3% |
| 5Y | -19.6% | +51.6% | -71.1% | -30.4% |
| All | +207.9% | +133.2% | +74.7% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling