+194.4%
PDD vs IYR
+55.1%
+139.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -4.4% | -0.9% | -3.5% | -4.0% |
| 30D | -15.5% | -2.4% | -13.1% | -14.6% |
| 3M | -4.1% | -2.0% | -2.0% | -3.3% |
| 6M | -23.4% | +2.5% | -25.9% | -24.4% |
| YTD | -30.7% | +8.3% | -39.0% | -33.3% |
| 1Y | -37.6% | +6.5% | -44.1% | -39.6% |
| 3Y | -17.5% | +29.3% | -46.9% | -28.1% |
| 5Y | -24.6% | +5.7% | -30.3% | -28.7% |
| All | +194.4% | +55.1% | +139.3% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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