+191.5%
PDD vs VWO
+73.7%
+117.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +1.7% |
| 7D | -4.6% | -1.7% | -2.9% | -1.7% |
| 30D | -14.0% | -0.3% | -13.7% | -13.6% |
| 3M | -4.9% | +4.0% | -8.8% | -12.3% |
| 6M | -25.8% | +8.1% | -33.9% | -36.9% |
| YTD | -31.4% | +11.6% | -43.0% | -45.3% |
| 1Y | -37.6% | +16.2% | -53.8% | -53.7% |
| 3Y | -18.4% | +63.3% | -81.6% | -66.9% |
| 5Y | -25.0% | +33.4% | -58.3% | -50.1% |
| All | +191.5% | +73.7% | +117.9% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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