+191.5%
PDD vs INVH
+50.0%
+141.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | -4.6% | -3.1% | -1.5% | -3.9% |
| 30D | -14.0% | -7.5% | -6.5% | -12.3% |
| 3M | -4.9% | -6.3% | +1.4% | -3.4% |
| 6M | -25.8% | +9.4% | -35.2% | -27.7% |
| YTD | -31.4% | +1.4% | -32.8% | -31.9% |
| 1Y | -37.6% | -4.1% | -33.5% | -37.3% |
| 3Y | -18.4% | -9.2% | -9.2% | -17.8% |
| 5Y | -25.0% | -19.6% | -5.3% | -22.9% |
| All | +191.5% | +50.0% | +141.6% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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