+195.8%
PDD vs VTR
+111.2%
+84.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -3.0% | +5.5% | -8.5% | -3.7% |
| 3M | -6.2% | -0.9% | -5.3% | -6.1% |
| 6M | -20.7% | -0.4% | -20.3% | -20.8% |
| YTD | -30.4% | +17.0% | -47.4% | -31.8% |
| 1Y | -41.3% | +18.0% | -59.2% | -42.6% |
| 3Y | -27.7% | +127.4% | -155.1% | -35.2% |
| 5Y | -16.9% | +92.3% | -109.1% | -24.8% |
| All | +195.8% | +111.2% | +84.6% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling