-40.0%
VST vs PDD
-37.6%
-2.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.2% | -8.3% | -6.2% |
| 7D | -19.9% | +5.9% | -25.8% | -20.1% |
| 30D | -29.7% | +7.1% | -36.7% | -29.9% |
| 3M | -19.6% | -7.7% | -11.9% | -18.9% |
| 6M | -29.4% | -13.2% | -16.2% | -26.7% |
| YTD | -29.7% | -26.0% | -3.8% | -25.1% |
| 1Y | -40.0% | -38.4% | -1.6% | -36.5% |
| All | -40.0% | -37.6% | -2.4% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling