-24.6%
PDD vs IEFA
+51.0%
-75.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | +0.1% |
| 7D | -4.4% | -0.5% | -4.0% | -3.8% |
| 30D | -15.5% | -1.1% | -14.4% | -14.2% |
| 3M | -4.1% | +5.1% | -9.1% | -11.6% |
| 6M | -23.4% | +9.3% | -32.7% | -33.9% |
| YTD | -30.7% | +13.0% | -43.6% | -43.4% |
| 1Y | -37.6% | +19.2% | -56.8% | -53.2% |
| 3Y | -17.5% | +67.0% | -84.5% | -66.3% |
| 5Y | -24.6% | +51.1% | -75.7% | -56.2% |
| All | -24.6% | +51.0% | -75.6% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling