-37.6%
PDD vs IEF
-1.5%
-36.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | -15.5% | -0.6% | -14.9% | -15.4% |
| 3M | -4.1% | -1.0% | -3.1% | -3.9% |
| 6M | -23.4% | -3.1% | -20.3% | -24.4% |
| YTD | -30.7% | -1.9% | -28.8% | -30.2% |
| 1Y | -37.6% | -1.4% | -36.3% | -36.0% |
| All | -37.6% | -1.5% | -36.1% | -36.0% |
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 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