+191.5%
PDD vs VRSK
+61.0%
+130.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -4.6% | -7.7% | +3.1% | -2.5% |
| 30D | -14.0% | -2.8% | -11.2% | -13.5% |
| 3M | -4.9% | -3.7% | -1.2% | -4.4% |
| 6M | -25.8% | -12.8% | -13.0% | -23.6% |
| YTD | -31.4% | -21.0% | -10.4% | -27.5% |
| 1Y | -37.6% | -32.5% | -5.1% | -30.7% |
| 3Y | -18.4% | -26.5% | +8.2% | -15.2% |
| 5Y | -25.0% | -11.5% | -13.5% | -30.2% |
| All | +191.5% | +61.0% | +130.5% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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