+190.4%
PDD vs VSH
+28.6%
+161.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.8% | -0.7% |
| 7D | -7.6% | +26.2% | -33.9% | -13.6% |
| 30D | -5.4% | -12.5% | +7.1% | -3.7% |
| 3M | -12.9% | -16.9% | +4.0% | -11.1% |
| 6M | -19.0% | -17.0% | -2.0% | -23.0% |
| YTD | -31.6% | +93.8% | -125.4% | -53.1% |
| 1Y | -43.0% | +99.3% | -142.3% | -61.4% |
| 3Y | -28.9% | +35.0% | -63.9% | -48.1% |
| 5Y | -18.4% | +45.8% | -64.2% | -43.6% |
| All | +190.4% | +28.6% | +161.8% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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