-23.7%
PDD vs UDR
-19.6%
-4.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | -2.0% | -2.1% | -3.6% |
| 30D | -9.6% | -5.2% | -4.4% | -8.4% |
| 3M | -4.3% | -5.8% | +1.5% | -2.9% |
| 6M | -18.8% | -1.7% | -17.1% | -18.6% |
| YTD | -27.5% | +2.4% | -29.9% | -28.2% |
| 1Y | -33.6% | -2.1% | -31.5% | -33.5% |
| 3Y | -20.4% | +4.2% | -24.6% | -23.0% |
| All | -23.7% | -19.6% | -4.1% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling