+207.9%
PDD vs VSH
+46.7%
+161.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -0.6% |
| 7D | -4.1% | +4.1% | -8.1% | -5.2% |
| 30D | -9.6% | -4.2% | -5.4% | -9.0% |
| 3M | -4.3% | -50.0% | +45.7% | +14.1% |
| 6M | -18.8% | +80.2% | -98.9% | -39.8% |
| YTD | -27.5% | +121.1% | -148.6% | -50.6% |
| 1Y | -33.6% | +112.0% | -145.6% | -54.6% |
| 3Y | -20.4% | +22.5% | -42.9% | -35.7% |
| 5Y | -19.6% | +64.0% | -83.6% | -44.6% |
| All | +207.9% | +46.7% | +161.2% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling