+49.9%
IEMG vs PDD
-22.9%
+72.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +1.6% | -4.4% | +6.0% | +2.3% |
| 30D | +4.6% | -15.5% | +20.1% | +7.4% |
| 3M | +4.8% | -4.1% | +8.9% | +5.3% |
| 6M | +16.8% | -23.4% | +40.2% | +21.4% |
| YTD | +24.8% | -30.7% | +55.5% | +31.6% |
| 1Y | +34.3% | -37.6% | +71.9% | +43.8% |
| 3Y | +87.0% | -17.5% | +104.5% | +85.4% |
| 5Y | +49.9% | -24.6% | +74.6% | +41.5% |
| All | +49.9% | -22.9% | +72.8% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling