-16.4%
PDD vs IEFA
+68.7%
-85.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.5% |
| 7D | -4.1% | +1.2% | -5.3% | -5.1% |
| 30D | -13.1% | -0.6% | -12.5% | -12.7% |
| 3M | -3.5% | +6.2% | -9.7% | -9.2% |
| 6M | -21.8% | +11.2% | -33.0% | -29.7% |
| YTD | -29.7% | +14.2% | -43.8% | -38.5% |
| 1Y | -36.2% | +20.0% | -56.2% | -46.9% |
| 3Y | -16.4% | +68.8% | -85.1% | -45.8% |
| All | -16.4% | +68.7% | -85.1% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling