+1,740.6%
VRT vs PDD
+330.9%
+1,409.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.6% |
| 7D | -21.4% | +5.6% | -27.0% | -22.1% |
| 30D | -25.8% | +5.8% | -31.6% | -26.5% |
| 3M | -33.5% | -8.6% | -24.9% | -33.0% |
| 6M | -49.0% | -18.8% | -30.2% | -47.9% |
| YTD | +12.9% | -26.8% | +39.7% | +17.1% |
| 1Y | 0.0% | -39.3% | +39.3% | +6.4% |
| 3Y | +361.8% | -22.5% | +384.3% | +363.2% |
| 5Y | +565.1% | -0.8% | +565.9% | +493.1% |
| All | +1,740.6% | +330.9% | +1,409.7% | +1,407.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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