+346.8%
VLO vs PDD
+198.0%
+148.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | +9.6% | -4.9% | +14.5% | +10.0% |
| 30D | -17.4% | -3.0% | -14.3% | -17.3% |
| 3M | +10.8% | -6.2% | +16.9% | +11.1% |
| 6M | +56.9% | -20.7% | +77.7% | +59.0% |
| YTD | +136.8% | -30.4% | +167.1% | +141.6% |
| 1Y | +120.7% | -41.3% | +161.9% | +127.9% |
| 3Y | +231.9% | -27.7% | +259.6% | +233.2% |
| 5Y | +479.0% | -16.9% | +495.9% | +460.7% |
| All | +346.8% | +198.0% | +148.8% | +248.0% |
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