-33.6%
PDD vs VYM
+21.4%
-55.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -4.1% | 0.0% | -4.0% | -4.1% |
| 30D | -9.6% | -0.5% | -9.1% | -9.2% |
| 3M | -4.3% | +3.0% | -7.3% | -7.2% |
| 6M | -18.8% | +8.2% | -27.0% | -26.1% |
| YTD | -27.5% | +15.8% | -43.3% | -38.4% |
| 1Y | -33.6% | +20.8% | -54.5% | -45.8% |
| All | -33.6% | +21.4% | -55.1% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling