+201.5%
PDD vs VO
+128.0%
+73.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.8% | -5.7% |
| 7D | -1.4% | -0.1% | -1.3% | -1.6% |
| 30D | -1.0% | +0.5% | -1.6% | -1.9% |
| 3M | -12.3% | -1.0% | -11.3% | -11.9% |
| 6M | -18.5% | +6.4% | -24.9% | -24.0% |
| YTD | -29.0% | +13.6% | -42.6% | -37.8% |
| 1Y | -40.7% | +14.5% | -55.2% | -48.5% |
| 3Y | -25.7% | +67.2% | -92.9% | -56.8% |
| 5Y | -3.3% | +36.1% | -39.4% | -29.5% |
| All | +201.5% | +128.0% | +73.5% | +120.8% |
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