+194.4%
PDD vs VTR
+111.0%
+83.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | -15.5% | -2.8% | -12.7% | -15.2% |
| 3M | -4.1% | +9.0% | -13.1% | -5.1% |
| 6M | -23.4% | +5.0% | -28.4% | -24.0% |
| YTD | -30.7% | +16.9% | -47.6% | -32.1% |
| 1Y | -37.6% | +34.3% | -71.9% | -39.9% |
| 3Y | -17.5% | +131.6% | -149.1% | -26.3% |
| 5Y | -24.6% | +88.0% | -112.6% | -31.7% |
| All | +194.4% | +111.0% | +83.4% | +156.0% |
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