+198.7%
PDD vs UDR
+30.3%
+168.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -4.1% | -2.1% | -2.1% | -3.9% |
| 30D | -13.1% | -5.6% | -7.5% | -12.6% |
| 3M | -3.5% | -5.8% | +2.3% | -2.9% |
| 6M | -21.8% | -1.1% | -20.7% | -21.8% |
| YTD | -29.7% | +1.6% | -31.3% | -29.9% |
| 1Y | -36.2% | -2.7% | -33.6% | -36.1% |
| 3Y | -16.4% | +6.3% | -22.7% | -17.4% |
| 5Y | -23.8% | -19.3% | -4.5% | -24.3% |
| All | +198.7% | +30.3% | +168.4% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 10y: compounded portfolio wealth divided by compounded UDR 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…
10y analysis · Full analysis span regression · 6 months rolling