+193.6%
VTI vs PDD
+210.2%
-16.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +0.1% | -4.1% | +4.2% | +0.4% |
| 30D | 0.0% | -9.6% | +9.6% | +0.8% |
| 3M | +2.0% | -4.3% | +6.3% | +2.3% |
| 6M | +13.0% | -18.8% | +31.7% | +14.7% |
| YTD | +13.9% | -27.5% | +41.4% | +16.7% |
| 1Y | +20.0% | -33.6% | +53.6% | +23.8% |
| 3Y | +75.8% | -20.4% | +96.2% | +74.8% |
| 5Y | +73.8% | -19.6% | +93.4% | +63.8% |
| All | +193.6% | +210.2% | -16.6% | +131.4% |
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