-23.8%
PDD vs VTR
+91.4%
-115.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.9% |
| 7D | -4.1% | -2.4% | -1.7% | -3.4% |
| 30D | -13.1% | -3.7% | -9.4% | -12.1% |
| 3M | -3.5% | +13.5% | -17.0% | -7.9% |
| 6M | -21.8% | +7.2% | -29.0% | -24.0% |
| YTD | -29.7% | +17.6% | -47.2% | -33.9% |
| 1Y | -36.2% | +35.4% | -71.6% | -43.1% |
| 3Y | -16.4% | +132.8% | -149.2% | -43.4% |
| 5Y | -23.8% | +88.7% | -112.5% | -45.0% |
| All | -23.8% | +91.4% | -115.2% | -45.0% |
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 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