+213.2%
V vs PDD
+192.6%
+20.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.4% |
| 7D | -0.4% | -7.6% | +7.3% | +0.3% |
| 30D | +6.3% | -5.4% | +11.7% | +6.8% |
| 3M | +17.2% | -12.9% | +30.1% | +18.5% |
| 6M | +29.2% | -19.0% | +48.3% | +31.3% |
| YTD | +20.8% | -31.6% | +52.4% | +24.4% |
| 1Y | +25.0% | -43.0% | +68.0% | +30.6% |
| 3Y | +75.3% | -28.9% | +104.2% | +75.5% |
| 5Y | +105.8% | -18.4% | +124.2% | +92.3% |
| All | +213.2% | +192.6% | +20.6% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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