-13.6%
PDD vs VO
+36.2%
-49.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | -4.9% | +3.1% | -8.0% | -8.5% |
| 30D | -3.0% | +2.2% | -5.2% | -6.0% |
| 3M | -6.2% | -2.5% | -3.7% | -3.8% |
| 6M | -20.7% | +7.0% | -27.7% | -27.9% |
| YTD | -30.4% | +14.0% | -44.3% | -41.5% |
| 1Y | -41.3% | +15.6% | -56.9% | -51.6% |
| 3Y | -27.7% | +66.2% | -93.9% | -66.2% |
| All | -13.6% | +36.2% | -49.8% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling