-23.7%
PDD vs VO
+42.6%
-66.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +1.0% |
| 7D | -4.1% | -0.3% | -3.8% | -3.8% |
| 30D | -9.6% | -0.3% | -9.3% | -9.4% |
| 3M | -4.3% | +2.9% | -7.2% | -8.1% |
| 6M | -18.8% | +9.3% | -28.1% | -27.7% |
| YTD | -27.5% | +14.2% | -41.7% | -38.9% |
| 1Y | -33.6% | +15.3% | -48.9% | -44.8% |
| 3Y | -20.4% | +56.2% | -76.7% | -58.6% |
| All | -23.7% | +42.6% | -66.3% | -48.5% |
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