+201.5%
PDD vs IYR
+59.8%
+141.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.7% |
| 7D | -1.4% | +2.3% | -3.7% | -2.5% |
| 30D | -1.0% | +7.4% | -8.4% | -4.2% |
| 3M | -12.3% | -0.7% | -11.6% | -12.1% |
| 6M | -18.5% | +1.6% | -20.1% | -19.3% |
| YTD | -29.0% | +11.6% | -40.6% | -32.6% |
| 1Y | -40.7% | +10.5% | -51.2% | -43.5% |
| 3Y | -25.7% | +43.4% | -69.1% | -38.2% |
| 5Y | -3.3% | +6.8% | -10.1% | -9.3% |
| All | +201.5% | +59.8% | +141.7% | +144.6% |
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