+36.2%
IEMG vs PDD
-5.9%
+42.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | -9.4% | -2.4% | -7.0% | -9.1% |
| 3M | -7.3% | -14.6% | +7.3% | -5.2% |
| 6M | -10.4% | -19.6% | +9.2% | -7.8% |
| YTD | +10.6% | -30.0% | +40.6% | +16.3% |
| 1Y | +10.5% | -42.5% | +53.0% | +19.7% |
| 3Y | +67.7% | -27.2% | +94.9% | +69.5% |
| 5Y | +36.2% | -8.2% | +44.4% | +21.7% |
| All | +36.2% | -5.9% | +42.1% | +21.7% |
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