-16.4%
PDD vs VTR
+131.6%
-148.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -3.0% |
| 7D | -4.1% | -2.4% | -1.7% | -4.0% |
| 30D | -13.1% | -3.7% | -9.4% | -12.9% |
| 3M | -3.5% | +13.5% | -17.0% | -4.5% |
| 6M | -21.8% | +7.2% | -29.0% | -22.2% |
| YTD | -29.7% | +17.6% | -47.2% | -30.3% |
| 1Y | -36.2% | +35.4% | -71.6% | -37.4% |
| 3Y | -16.4% | +132.8% | -149.2% | -24.6% |
| All | -16.4% | +131.6% | -148.0% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling