+2,723.0%
VRT vs PDD
+326.6%
+2,396.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.6% | +4.3% |
| 7D | +9.1% | -4.1% | +13.2% | +9.7% |
| 30D | +0.9% | -9.6% | +10.5% | +2.2% |
| 3M | -13.4% | -4.3% | -9.1% | -13.2% |
| 6M | +11.7% | -18.8% | +30.4% | +14.4% |
| YTD | +73.2% | -27.5% | +100.7% | +80.3% |
| 1Y | +123.4% | -33.6% | +157.1% | +135.4% |
| 3Y | +606.2% | -20.4% | +626.6% | +607.2% |
| 5Y | +899.9% | -19.6% | +919.5% | +807.8% |
| All | +2,723.0% | +326.6% | +2,396.4% | +2,221.2% |
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 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