+549.9%
VST vs PDD
+213.3%
+336.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.1% | +11.6% | +10.6% |
| 7D | -9.8% | +5.6% | -15.4% | -10.2% |
| 30D | -25.1% | +5.8% | -30.9% | -25.5% |
| 3M | -11.6% | -8.6% | -3.0% | -11.2% |
| 6M | -20.9% | -18.8% | -2.1% | -20.0% |
| YTD | -22.3% | -26.8% | +4.5% | -21.0% |
| 1Y | -32.0% | -39.3% | +7.3% | -30.1% |
| 3Y | +262.4% | -22.5% | +284.9% | +263.5% |
| 5Y | +563.4% | -0.8% | +564.1% | +535.1% |
| All | +549.9% | +213.3% | +336.5% | +473.2% |
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