+190.4%
PDD vs VTR
+112.9%
+77.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -7.6% | +0.7% | -8.3% | -7.7% |
| 30D | -5.4% | +6.9% | -12.3% | -6.2% |
| 3M | -12.9% | +1.3% | -14.3% | -13.1% |
| 6M | -19.0% | +2.5% | -21.5% | -19.4% |
| YTD | -31.6% | +18.0% | -49.6% | -33.1% |
| 1Y | -43.0% | +19.5% | -62.5% | -44.3% |
| 3Y | -28.9% | +130.2% | -159.1% | -36.4% |
| 5Y | -18.4% | +93.8% | -112.2% | -26.2% |
| All | +190.4% | +112.9% | +77.4% | +152.1% |
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