+227.8%
VST vs PDD
-22.3%
+250.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.2% | -8.3% | -6.4% |
| 7D | -19.9% | +5.9% | -25.8% | -20.5% |
| 30D | -29.7% | +7.1% | -36.7% | -30.3% |
| 3M | -19.6% | -7.7% | -11.9% | -18.9% |
| 6M | -29.4% | -13.2% | -16.2% | -28.3% |
| YTD | -29.7% | -26.0% | -3.8% | -27.2% |
| 1Y | -40.0% | -38.4% | -1.6% | -36.6% |
| All | +227.8% | -22.3% | +250.1% | +249.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling