+201.5%
PDD vs UDR
+33.5%
+168.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -1.4% | +2.2% | -3.7% | -1.7% |
| 30D | -1.0% | +8.0% | -9.1% | -1.9% |
| 3M | -12.3% | -3.3% | -9.0% | -12.0% |
| 6M | -18.5% | +1.0% | -19.5% | -18.7% |
| YTD | -29.0% | +4.2% | -33.2% | -29.4% |
| 1Y | -40.7% | +10.8% | -51.6% | -41.5% |
| 3Y | -25.7% | +30.1% | -55.8% | -28.2% |
| 5Y | -3.3% | -18.9% | +15.6% | -4.2% |
| All | +201.5% | +33.5% | +168.0% | +208.1% |
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