+75.4%
IEMG vs PDD
+198.2%
-122.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +0.7% | -3.8% | +4.5% | +1.2% |
| 30D | -6.4% | -2.4% | -4.0% | -6.2% |
| 3M | -5.5% | -12.7% | +7.2% | -3.8% |
| 6M | -8.3% | -20.0% | +11.7% | -5.7% |
| YTD | +13.2% | -30.3% | +43.5% | +18.6% |
| 1Y | +13.0% | -42.4% | +55.4% | +21.6% |
| 3Y | +71.6% | -27.5% | +99.1% | +73.4% |
| 5Y | +37.1% | -14.9% | +52.1% | +24.5% |
| All | +75.4% | +198.2% | -122.7% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling