-24.6%
PDD vs XLRE
+6.4%
-31.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | -4.4% | -0.7% | -3.7% | -4.0% |
| 30D | -15.5% | -2.2% | -13.2% | -14.4% |
| 3M | -4.1% | -2.6% | -1.4% | -2.8% |
| 6M | -23.4% | +2.6% | -26.0% | -24.9% |
| YTD | -30.7% | +9.3% | -39.9% | -34.6% |
| 1Y | -37.6% | +7.2% | -44.9% | -40.6% |
| 3Y | -17.5% | +31.3% | -48.9% | -34.1% |
| 5Y | -24.6% | +8.1% | -32.8% | -28.8% |
| All | -24.6% | +6.4% | -31.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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