+191.5%
PDD vs IEF
+9.4%
+182.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.1% |
| 7D | -4.6% | -1.2% | -3.5% | -4.8% |
| 30D | -14.0% | -1.5% | -12.5% | -14.2% |
| 3M | -4.9% | -1.7% | -3.2% | -5.1% |
| 6M | -25.8% | -3.5% | -22.3% | -26.3% |
| YTD | -31.4% | -2.6% | -28.7% | -31.7% |
| 1Y | -37.6% | -2.4% | -35.2% | -37.8% |
| 3Y | -18.4% | +8.9% | -27.3% | -17.1% |
| 5Y | -25.0% | -9.2% | -15.7% | -37.5% |
| All | +191.5% | +9.4% | +182.1% | +313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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