+654.4%
VRT vs PDD
-16.7%
+671.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -3.9% |
| 7D | +10.5% | -4.9% | +15.4% | +11.4% |
| 30D | -9.3% | -3.0% | -6.3% | -9.2% |
| 3M | -29.6% | -6.2% | -23.4% | -29.2% |
| 6M | -45.4% | -20.7% | -24.6% | -43.6% |
| YTD | +24.8% | -30.4% | +55.2% | +32.1% |
| 1Y | +23.6% | -41.3% | +64.9% | +35.0% |
| 3Y | +379.7% | -27.7% | +407.4% | +385.1% |
| All | +654.4% | -16.7% | +671.1% | +573.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling