+1,855.0%
VRT vs PDD
+312.0%
+1,542.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.8% | -2.9% |
| 7D | -17.7% | -1.0% | -16.7% | -17.7% |
| 30D | -20.0% | -2.4% | -17.6% | -19.9% |
| 3M | -28.1% | -14.6% | -13.5% | -26.8% |
| 6M | -42.8% | -19.6% | -23.2% | -41.6% |
| YTD | +20.0% | -30.0% | +49.9% | +25.0% |
| 1Y | +3.5% | -42.5% | +46.0% | +10.8% |
| 3Y | +366.1% | -27.2% | +393.3% | +371.2% |
| 5Y | +632.2% | -8.2% | +640.4% | +558.3% |
| All | +1,855.0% | +312.0% | +1,542.9% | +1,509.9% |
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