+211.0%
PDD vs VUG
+234.0%
-23.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -2.0% |
| 7D | +5.6% | -3.4% | +9.0% | +8.7% |
| 30D | +5.8% | -11.1% | +16.9% | +17.7% |
| 3M | -8.6% | -7.2% | -1.4% | -2.7% |
| 6M | -18.8% | -4.1% | -14.7% | -17.0% |
| YTD | -26.8% | +1.4% | -28.2% | -29.2% |
| 1Y | -39.3% | +1.9% | -41.2% | -41.6% |
| 3Y | -22.5% | +77.7% | -100.2% | -60.4% |
| 5Y | -0.8% | +57.6% | -58.4% | -40.7% |
| All | +211.0% | +234.0% | -23.0% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling