+195.8%
PDD vs VXUS
+89.8%
+105.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.9% | +2.1% | -7.0% | -7.9% |
| 30D | -3.0% | -1.1% | -1.9% | -2.2% |
| 3M | -6.2% | -5.6% | -0.6% | +0.8% |
| 6M | -20.7% | -2.3% | -18.5% | -20.2% |
| YTD | -30.4% | +10.4% | -40.7% | -41.8% |
| 1Y | -41.3% | +13.1% | -54.3% | -52.7% |
| 3Y | -27.7% | +68.0% | -95.7% | -67.9% |
| 5Y | -16.9% | +45.8% | -62.7% | -51.8% |
| All | +195.8% | +89.8% | +105.9% | +75.5% |
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