+191.4%
PDD vs VTRS
-43.7%
+235.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -5.4% | -2.2% | -3.2% | -4.8% |
| 30D | -12.6% | +3.3% | -15.9% | -13.4% |
| 3M | -4.3% | +2.0% | -6.3% | -5.0% |
| 6M | -24.4% | +19.9% | -44.4% | -28.2% |
| YTD | -31.4% | +35.7% | -67.1% | -37.0% |
| 1Y | -38.1% | +68.1% | -106.2% | -46.3% |
| 3Y | -20.1% | +87.1% | -107.2% | -34.1% |
| 5Y | -25.0% | +47.6% | -72.6% | -36.2% |
| All | +191.4% | -43.7% | +235.1% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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