-25.3%
PDD vs VRSK
-11.8%
-13.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.4% | -5.2% | -0.2% | -4.6% |
| 30D | -12.6% | -2.3% | -10.3% | -12.4% |
| 3M | -4.3% | -2.9% | -1.4% | -4.1% |
| 6M | -24.4% | -12.8% | -11.6% | -23.0% |
| YTD | -31.4% | -20.8% | -10.6% | -28.7% |
| 1Y | -38.1% | -33.2% | -4.9% | -33.0% |
| 3Y | -20.1% | -26.6% | +6.5% | -19.2% |
| All | -25.3% | -11.8% | -13.5% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling