+13.9%
IEMG vs PDD
-38.2%
+52.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.4% |
| 7D | -3.1% | +6.0% | -9.1% | -4.3% |
| 30D | -10.3% | +5.5% | -15.8% | -11.4% |
| 3M | -6.6% | -9.8% | +3.1% | -4.6% |
| 6M | -3.9% | -16.0% | +12.1% | +1.1% |
| YTD | +12.4% | -27.6% | +39.9% | +22.3% |
| 1Y | +13.9% | -38.6% | +52.5% | +27.6% |
| All | +13.9% | -38.2% | +52.1% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling