-27.7%
PDD vs VRSK
-10.6%
-17.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.9% |
| 7D | -4.9% | +1.6% | -6.5% | -4.9% |
| 30D | -3.0% | +15.1% | -18.1% | -2.5% |
| 3M | -6.2% | +12.1% | -18.2% | -5.8% |
| 6M | -20.7% | +29.4% | -50.1% | -19.1% |
| YTD | -30.4% | -6.4% | -24.0% | -31.0% |
| 1Y | -41.3% | -3.6% | -37.7% | -41.6% |
| 3Y | -27.7% | -10.9% | -16.8% | -29.3% |
| All | -27.7% | -10.6% | -17.1% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling