+38.3%
IEMG vs PDD
-33.4%
+71.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.5% |
| 7D | +2.2% | -4.1% | +6.3% | +3.3% |
| 30D | +4.6% | -9.6% | +14.2% | +7.1% |
| 3M | +0.4% | -4.3% | +4.6% | +1.7% |
| 6M | +16.4% | -18.8% | +35.1% | +24.0% |
| YTD | +25.4% | -27.5% | +52.9% | +37.7% |
| 1Y | +38.3% | -33.6% | +71.9% | +57.9% |
| All | +38.3% | -33.4% | +71.7% | +57.9% |
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