-14.9%
PDD vs IYR
+31.2%
-46.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.1% | -1.2% | -2.8% | -3.7% |
| 30D | -9.6% | -2.9% | -6.7% | -8.8% |
| 3M | -4.3% | +0.8% | -5.1% | -4.7% |
| 6M | -18.8% | +1.9% | -20.6% | -19.4% |
| YTD | -27.5% | +9.6% | -37.1% | -29.7% |
| 1Y | -33.6% | +8.1% | -41.7% | -35.4% |
| All | -14.9% | +31.2% | -46.1% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling