-14.9%
PDD vs IEF
+10.3%
-25.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -9.6% | -0.8% | -8.8% | -9.5% |
| 3M | -4.3% | -1.0% | -3.3% | -4.1% |
| 6M | -18.8% | -2.8% | -16.0% | -18.5% |
| YTD | -27.5% | -1.5% | -26.0% | -27.3% |
| 1Y | -33.6% | -0.4% | -33.2% | -33.6% |
| All | -14.9% | +10.3% | -25.3% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling