-22.5%
PDD vs IYR
+36.6%
-59.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +5.6% | +2.0% | +3.7% | +4.9% |
| 30D | +5.8% | +8.2% | -2.5% | +3.1% |
| 3M | -8.6% | -1.7% | -6.9% | -8.2% |
| 6M | -18.8% | -0.4% | -18.5% | -18.9% |
| YTD | -26.8% | +9.9% | -36.7% | -29.1% |
| 1Y | -39.3% | +10.4% | -49.7% | -41.3% |
| 3Y | -22.5% | +38.4% | -60.9% | -30.4% |
| All | -22.5% | +36.6% | -59.1% | -30.4% |
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