+195.8%
PDD vs VTRS
-29.0%
+224.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.7% |
| 7D | -4.9% | +4.6% | -9.5% | -5.9% |
| 30D | -3.0% | +19.4% | -22.4% | -7.2% |
| 3M | -6.2% | +30.8% | -37.0% | -12.3% |
| 6M | -20.7% | +21.6% | -42.4% | -24.8% |
| YTD | -30.4% | +71.2% | -101.5% | -39.6% |
| 1Y | -41.3% | +97.6% | -138.9% | -50.9% |
| 3Y | -27.7% | +163.9% | -191.6% | -45.3% |
| 5Y | -16.9% | +82.1% | -99.0% | -33.0% |
| All | +195.8% | -29.0% | +224.7% | +148.7% |
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