+207.9%
PDD vs IYR
+57.0%
+150.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -4.1% | -1.2% | -2.8% | -3.5% |
| 30D | -9.6% | -2.9% | -6.7% | -8.5% |
| 3M | -4.3% | +0.8% | -5.1% | -4.8% |
| 6M | -18.8% | +1.9% | -20.6% | -19.6% |
| YTD | -27.5% | +9.6% | -37.1% | -30.6% |
| 1Y | -33.6% | +8.1% | -41.7% | -36.1% |
| 3Y | -20.4% | +29.2% | -49.6% | -30.5% |
| 5Y | -19.6% | +4.3% | -23.9% | -23.8% |
| All | +207.9% | +57.0% | +150.9% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling