+195.9%
PDD vs VUG
+246.4%
-50.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -2.1% |
| 7D | -3.8% | -1.1% | -2.8% | -3.4% |
| 30D | -2.4% | -7.0% | +4.6% | +3.9% |
| 3M | -12.7% | -3.7% | -9.0% | -10.6% |
| 6M | -20.0% | -1.6% | -18.4% | -20.3% |
| YTD | -30.3% | +5.1% | -35.5% | -35.1% |
| 1Y | -42.4% | +3.8% | -46.1% | -45.6% |
| 3Y | -27.5% | +79.9% | -107.4% | -63.3% |
| 5Y | -14.9% | +66.4% | -81.3% | -51.8% |
| All | +195.9% | +246.4% | -50.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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