+211.0%
PDD vs UDR
+33.1%
+177.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +5.6% | +3.0% | +2.6% | +5.3% |
| 30D | +5.8% | +10.3% | -4.5% | +4.6% |
| 3M | -8.6% | -2.9% | -5.7% | -8.4% |
| 6M | -18.8% | +0.3% | -19.2% | -18.9% |
| YTD | -26.8% | +3.8% | -30.6% | -27.2% |
| 1Y | -39.3% | +12.7% | -52.0% | -40.2% |
| 3Y | -22.5% | +27.6% | -50.1% | -24.9% |
| 5Y | -0.8% | -18.6% | +17.8% | -1.6% |
| All | +211.0% | +33.1% | +177.9% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling