+111.1%
VEA vs PDD
+196.6%
-85.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.7% |
| 7D | +0.3% | -4.4% | +4.7% | +0.7% |
| 30D | +0.4% | -15.5% | +15.9% | +1.8% |
| 3M | +4.8% | -4.1% | +8.9% | +5.0% |
| 6M | +11.3% | -23.4% | +34.7% | +13.5% |
| YTD | +17.4% | -30.7% | +48.1% | +20.7% |
| 1Y | +26.2% | -37.6% | +63.8% | +30.8% |
| 3Y | +77.7% | -17.5% | +95.3% | +76.6% |
| 5Y | +60.9% | -24.6% | +85.5% | +52.9% |
| All | +111.1% | +196.6% | -85.6% | +69.2% |
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