+487.8%
VST vs PDD
+216.8%
+271.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.2% | -8.3% | -6.3% |
| 7D | -19.9% | +5.9% | -25.8% | -20.2% |
| 30D | -29.7% | +7.1% | -36.7% | -30.0% |
| 3M | -19.6% | -7.7% | -11.9% | -19.2% |
| 6M | -29.4% | -13.2% | -16.2% | -28.9% |
| YTD | -29.7% | -26.0% | -3.8% | -28.6% |
| 1Y | -40.0% | -38.4% | -1.6% | -38.4% |
| 3Y | +231.0% | -21.1% | +252.1% | +231.7% |
| 5Y | +500.1% | +0.3% | +499.7% | +474.2% |
| All | +487.8% | +216.8% | +271.0% | +418.2% |
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