+195.8%
PDD vs INVH
+47.7%
+148.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | -4.9% | -0.9% | -4.0% | -4.7% |
| 30D | -3.0% | +1.2% | -4.2% | -3.3% |
| 3M | -6.2% | -10.4% | +4.2% | -3.6% |
| 6M | -20.7% | -3.6% | -17.1% | -20.2% |
| YTD | -30.4% | -0.1% | -30.3% | -30.7% |
| 1Y | -41.3% | -0.7% | -40.6% | -41.5% |
| 3Y | -27.7% | -4.6% | -23.1% | -28.2% |
| 5Y | -16.9% | -21.7% | +4.8% | -14.1% |
| All | +195.8% | +47.7% | +148.0% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling