-18.4%
PDD vs VYM
+72.5%
-90.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -7.6% | +3.3% | -11.0% | -10.8% |
| 30D | -5.4% | +3.8% | -9.2% | -9.2% |
| 3M | -12.9% | -0.4% | -12.5% | -12.9% |
| 6M | -19.0% | +7.1% | -26.1% | -25.2% |
| YTD | -31.6% | +17.1% | -48.7% | -42.5% |
| 1Y | -43.0% | +18.4% | -61.4% | -52.7% |
| 3Y | -28.9% | +74.5% | -103.4% | -64.1% |
| 5Y | -18.4% | +72.5% | -90.9% | -58.8% |
| All | -18.4% | +72.5% | -90.9% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling