-25.3%
PDD vs INVH
-20.2%
-5.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -5.4% | -3.0% | -2.4% | -4.5% |
| 30D | -12.6% | -7.5% | -5.1% | -10.6% |
| 3M | -4.3% | -5.5% | +1.2% | -2.8% |
| 6M | -24.4% | +11.7% | -36.1% | -27.3% |
| YTD | -31.4% | +1.3% | -32.7% | -32.0% |
| 1Y | -38.1% | -6.1% | -32.0% | -37.2% |
| 3Y | -20.1% | -9.8% | -10.3% | -19.6% |
| All | -25.3% | -20.2% | -5.1% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling