+44.1%
VZ vs PDD
+198.2%
-154.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.9% | -3.8% | +4.8% | +0.9% |
| 30D | +8.9% | -2.4% | +11.3% | +8.9% |
| 3M | +0.1% | -12.7% | +12.8% | +0.1% |
| 6M | +1.9% | -20.0% | +21.9% | +1.9% |
| YTD | +22.0% | -30.3% | +52.3% | +22.0% |
| 1Y | +22.1% | -42.4% | +64.5% | +22.1% |
| 3Y | +58.7% | -27.5% | +86.2% | +58.5% |
| 5Y | +22.3% | -14.9% | +37.2% | +22.6% |
| All | +44.1% | +198.2% | -154.0% | +47.8% |
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