-13.6%
PDD vs VRSK
-0.4%
-13.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.7% |
| 7D | -4.9% | +1.6% | -6.5% | -5.1% |
| 30D | -3.0% | +15.1% | -18.1% | -5.3% |
| 3M | -6.2% | +12.1% | -18.2% | -8.1% |
| 6M | -20.7% | +29.4% | -50.1% | -24.3% |
| YTD | -30.4% | -6.4% | -24.0% | -29.7% |
| 1Y | -41.3% | -3.6% | -37.7% | -41.1% |
| 3Y | -27.7% | -10.9% | -16.8% | -29.9% |
| All | -13.6% | -0.4% | -13.2% | -28.1% |
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