+198.7%
PDD vs VSH
+45.2%
+153.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -4.1% | +6.2% | -10.3% | -5.8% |
| 30D | -13.1% | -11.1% | -2.0% | -10.4% |
| 3M | -3.5% | -44.9% | +41.4% | +11.6% |
| 6M | -21.8% | +90.0% | -111.7% | -43.1% |
| YTD | -29.7% | +118.8% | -148.5% | -52.0% |
| 1Y | -36.2% | +109.0% | -145.2% | -56.1% |
| 3Y | -16.4% | +35.6% | -52.0% | -35.8% |
| 5Y | -23.8% | +66.7% | -90.5% | -47.9% |
| All | +198.7% | +45.2% | +153.5% | +130.5% |
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