+198.7%
PDD vs XLRE
+76.2%
+122.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -13.1% | -2.4% | -10.7% | -12.3% |
| 3M | -3.5% | +0.6% | -4.1% | -3.9% |
| 6M | -21.8% | +3.9% | -25.7% | -23.2% |
| YTD | -29.7% | +10.5% | -40.2% | -32.7% |
| 1Y | -36.2% | +8.4% | -44.6% | -38.5% |
| 3Y | -16.4% | +32.8% | -49.2% | -27.1% |
| 5Y | -23.8% | +7.0% | -30.9% | -28.5% |
| All | +198.7% | +76.2% | +122.5% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling