+1,678.9%
VRT vs PDD
+335.7%
+1,343.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +2.2% | -16.2% | -14.3% |
| 7D | -28.1% | +5.9% | -34.0% | -28.8% |
| 30D | -30.2% | +7.1% | -37.3% | -31.0% |
| 3M | -36.4% | -7.7% | -28.7% | -35.9% |
| 6M | -48.2% | -13.2% | -34.9% | -47.5% |
| YTD | +9.2% | -26.0% | +35.1% | +13.0% |
| 1Y | -7.2% | -38.4% | +31.2% | -1.5% |
| 3Y | +338.7% | -21.1% | +359.8% | +339.0% |
| 5Y | +542.8% | +0.3% | +542.5% | +472.5% |
| All | +1,678.9% | +335.7% | +1,343.3% | +1,354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling