+207.9%
PDD vs VTR
+113.1%
+94.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.9% |
| 7D | -4.1% | -1.7% | -2.4% | -3.9% |
| 30D | -9.6% | -2.4% | -7.2% | -9.4% |
| 3M | -4.3% | +14.8% | -19.1% | -6.0% |
| 6M | -18.8% | +5.3% | -24.1% | -19.4% |
| YTD | -27.5% | +18.1% | -45.6% | -29.0% |
| 1Y | -33.6% | +36.7% | -70.3% | -36.2% |
| 3Y | -20.4% | +130.1% | -150.5% | -28.8% |
| 5Y | -19.6% | +89.5% | -109.1% | -27.2% |
| All | +207.9% | +113.1% | +94.8% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling