+312.6%
VLO vs PDD
+199.6%
+113.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | -9.5% | -1.0% | -8.6% | -9.5% |
| 30D | -19.1% | -2.4% | -16.7% | -19.1% |
| 3M | +11.4% | -14.6% | +26.0% | +12.4% |
| 6M | +46.7% | -19.6% | +66.4% | +48.5% |
| YTD | +118.6% | -30.0% | +148.6% | +123.0% |
| 1Y | +99.9% | -42.5% | +142.4% | +106.8% |
| 3Y | +210.5% | -27.2% | +237.7% | +211.5% |
| 5Y | +432.7% | -8.2% | +440.9% | +411.6% |
| All | +312.6% | +199.6% | +113.0% | +221.2% |
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