+190.4%
PDD vs IEFA
+90.7%
+99.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.1% |
| 7D | -7.6% | +1.3% | -8.9% | -9.2% |
| 30D | -5.4% | +0.1% | -5.5% | -5.9% |
| 3M | -12.9% | -4.2% | -8.7% | -9.0% |
| 6M | -19.0% | +1.9% | -20.9% | -21.9% |
| YTD | -31.6% | +9.9% | -41.6% | -40.0% |
| 1Y | -43.0% | +11.5% | -54.5% | -50.8% |
| 3Y | -28.9% | +66.0% | -94.9% | -62.5% |
| 5Y | -18.4% | +47.5% | -65.9% | -49.3% |
| All | +190.4% | +90.7% | +99.7% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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