+190.4%
PDD vs VO
+128.8%
+61.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.0% |
| 7D | -7.6% | +2.9% | -10.6% | -10.3% |
| 30D | -5.4% | +1.0% | -6.4% | -6.6% |
| 3M | -12.9% | -1.7% | -11.2% | -11.9% |
| 6M | -19.0% | +6.7% | -25.7% | -24.6% |
| YTD | -31.6% | +14.0% | -45.6% | -40.3% |
| 1Y | -43.0% | +13.7% | -56.7% | -50.1% |
| 3Y | -28.9% | +65.8% | -94.7% | -58.3% |
| 5Y | -18.4% | +36.6% | -55.0% | -40.7% |
| All | +190.4% | +128.8% | +61.6% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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