+201.5%
PDD vs VMC
+157.5%
+44.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.7% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -1.0% | +18.6% | -19.6% | -5.6% |
| 3M | -12.3% | +2.0% | -14.3% | -13.0% |
| 6M | -18.5% | +2.6% | -21.1% | -19.7% |
| YTD | -29.0% | +2.3% | -31.3% | -30.2% |
| 1Y | -40.7% | +1.7% | -42.4% | -41.7% |
| 3Y | -25.7% | +41.7% | -67.4% | -34.3% |
| 5Y | -3.3% | +46.6% | -49.9% | -16.8% |
| All | +201.5% | +157.5% | +44.0% | +149.3% |
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 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