-0.3%
PDD vs IEF
-7.4%
+7.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +5.6% | +0.1% | +5.5% | +5.6% |
| 30D | +5.8% | +3.1% | +2.7% | +5.2% |
| 3M | -8.6% | -0.5% | -8.1% | -8.5% |
| 6M | -18.8% | -1.6% | -17.2% | -18.6% |
| YTD | -26.8% | -1.6% | -25.2% | -26.5% |
| 1Y | -39.3% | -1.5% | -37.8% | -39.1% |
| 3Y | -22.5% | +12.4% | -34.9% | -25.2% |
| All | -0.3% | -7.4% | +7.1% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling