+195.9%
PDD vs VXUS
+91.7%
+104.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.8% |
| 7D | -3.8% | -0.5% | -3.3% | -3.7% |
| 30D | -2.4% | -1.2% | -1.2% | -1.4% |
| 3M | -12.7% | -3.8% | -8.9% | -8.7% |
| 6M | -20.0% | -1.7% | -18.4% | -20.1% |
| YTD | -30.3% | +11.4% | -41.7% | -42.6% |
| 1Y | -42.4% | +13.3% | -55.7% | -53.7% |
| 3Y | -27.5% | +70.0% | -97.5% | -68.3% |
| 5Y | -14.9% | +48.1% | -63.0% | -51.7% |
| All | +195.9% | +91.7% | +104.3% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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