+195.8%
PDD vs VNQ
+62.9%
+132.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | -4.9% | +0.8% | -5.7% | -5.2% |
| 30D | -3.0% | +6.8% | -9.8% | -5.8% |
| 3M | -6.2% | -1.3% | -4.9% | -5.7% |
| 6M | -20.7% | +2.4% | -23.1% | -21.7% |
| YTD | -30.4% | +12.1% | -42.5% | -34.0% |
| 1Y | -41.3% | +12.0% | -53.3% | -44.3% |
| 3Y | -27.7% | +44.8% | -72.5% | -39.9% |
| 5Y | -16.9% | +6.9% | -23.7% | -21.9% |
| All | +195.8% | +62.9% | +132.9% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling