+198.7%
PDD vs INVH
+53.5%
+145.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -4.1% | -3.1% | -1.0% | -3.3% |
| 30D | -13.1% | -7.1% | -6.0% | -11.5% |
| 3M | -3.5% | -3.0% | -0.5% | -2.9% |
| 6M | -21.8% | +10.1% | -31.9% | -23.9% |
| YTD | -29.7% | +3.8% | -33.5% | -30.6% |
| 1Y | -36.2% | -2.1% | -34.1% | -36.2% |
| 3Y | -16.4% | -7.0% | -9.3% | -16.3% |
| 5Y | -23.8% | -20.6% | -3.3% | -21.6% |
| All | +198.7% | +53.5% | +145.1% | +183.4% |
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