-42.5%
PDD vs IEF
-2.3%
-40.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -1.0% | -0.2% | -0.8% | -0.8% |
| 30D | -2.4% | +1.8% | -4.2% | -3.0% |
| 3M | -14.6% | -1.2% | -13.4% | -14.1% |
| 6M | -19.6% | -2.5% | -17.1% | -18.4% |
| YTD | -30.0% | -2.5% | -27.5% | -28.9% |
| 1Y | -42.5% | -2.3% | -40.2% | -41.3% |
| All | -42.5% | -2.3% | -40.2% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling