-27.7%
PDD vs IYR
+41.7%
-69.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -4.9% | +0.6% | -5.5% | -5.1% |
| 30D | -3.0% | +6.6% | -9.6% | -5.0% |
| 3M | -6.2% | -1.8% | -4.4% | -5.7% |
| 6M | -20.7% | +1.4% | -22.2% | -21.3% |
| YTD | -30.4% | +10.5% | -40.9% | -32.7% |
| 1Y | -41.3% | +10.6% | -51.9% | -43.3% |
| 3Y | -27.7% | +41.8% | -69.5% | -34.8% |
| All | -27.7% | +41.7% | -69.4% | -34.8% |
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