+207.9%
PDD vs VRSK
+70.1%
+137.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.4% |
| 7D | -4.1% | -3.1% | -0.9% | -3.3% |
| 30D | -9.6% | -1.6% | -8.0% | -9.4% |
| 3M | -4.3% | +3.5% | -7.8% | -5.7% |
| 6M | -18.8% | -13.4% | -5.4% | -16.1% |
| YTD | -27.5% | -16.5% | -11.0% | -24.5% |
| 1Y | -33.6% | -30.6% | -3.1% | -26.7% |
| 3Y | -20.4% | -21.9% | +1.5% | -18.8% |
| 5Y | -19.6% | -6.3% | -13.3% | -26.4% |
| All | +207.9% | +70.1% | +137.8% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling