+526.4%
VST vs PDD
+210.0%
+316.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.5% | -16.3% | -14.0% |
| 7D | -15.7% | +6.0% | -21.8% | -16.1% |
| 30D | -17.0% | +5.5% | -22.4% | -17.3% |
| 3M | -15.9% | -9.8% | -6.1% | -15.4% |
| 6M | -25.0% | -16.0% | -9.0% | -24.3% |
| YTD | -25.1% | -27.6% | +2.4% | -23.8% |
| 1Y | -34.9% | -38.6% | +3.8% | -33.0% |
| 3Y | +252.7% | -22.8% | +275.5% | +254.0% |
| 5Y | +582.3% | -5.2% | +587.5% | +554.8% |
| All | +526.4% | +210.0% | +316.4% | +453.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling