-3.3%
PDD vs VTR
+101.5%
-104.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.3% |
| 7D | -1.4% | +3.2% | -4.6% | -2.4% |
| 30D | -1.0% | +9.1% | -10.1% | -3.7% |
| 3M | -12.3% | -3.6% | -8.7% | -11.5% |
| 6M | -18.5% | +3.8% | -22.3% | -20.0% |
| YTD | -29.0% | +17.8% | -46.8% | -33.3% |
| 1Y | -40.7% | +20.5% | -61.3% | -44.8% |
| 3Y | -25.7% | +132.4% | -158.1% | -49.3% |
| 5Y | -3.3% | +99.9% | -103.2% | -30.6% |
| All | -3.3% | +101.5% | -104.8% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling