-16.4%
PDD vs VTV
+69.1%
-85.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.5% |
| 7D | -4.1% | +0.3% | -4.4% | -4.3% |
| 30D | -13.1% | +0.1% | -13.2% | -13.2% |
| 3M | -3.5% | +6.2% | -9.7% | -7.6% |
| 6M | -21.8% | +13.5% | -35.3% | -28.7% |
| YTD | -29.7% | +18.9% | -48.5% | -37.8% |
| 1Y | -36.2% | +25.8% | -62.0% | -45.6% |
| 3Y | -16.4% | +68.7% | -85.1% | -37.8% |
| All | -16.4% | +69.1% | -85.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 3y: compounded portfolio wealth divided by compounded VTV 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…
3y analysis · Full analysis span regression · 6 months rolling