-38.1%
PDD vs VRSK
-32.5%
-5.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.1% |
| 7D | -4.6% | -7.7% | +3.1% | -5.1% |
| 30D | -14.0% | -2.8% | -11.2% | -14.1% |
| 3M | -4.9% | -3.7% | -1.2% | -4.8% |
| 6M | -25.8% | -12.8% | -13.0% | -27.0% |
| YTD | -31.4% | -21.0% | -10.4% | -33.2% |
| All | -38.1% | -32.5% | -5.6% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling