-13.6%
PDD vs VUG
+62.0%
-75.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.7% |
| 7D | -4.9% | +2.5% | -7.4% | -7.4% |
| 30D | -3.0% | -6.3% | +3.2% | +2.4% |
| 3M | -6.2% | -6.0% | -0.1% | -1.4% |
| 6M | -20.7% | -3.5% | -17.2% | -19.5% |
| YTD | -30.4% | +3.9% | -34.3% | -34.6% |
| 1Y | -41.3% | +5.1% | -46.4% | -45.5% |
| 3Y | -27.7% | +77.9% | -105.6% | -66.1% |
| All | -13.6% | +62.0% | -75.6% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling