+207.9%
PDD vs IEFA
+99.2%
+108.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -4.1% | +0.6% | -4.6% | -4.7% |
| 30D | -9.6% | +1.0% | -10.6% | -10.8% |
| 3M | -4.3% | +4.7% | -9.0% | -10.0% |
| 6M | -18.8% | +8.6% | -27.3% | -27.0% |
| YTD | -27.5% | +14.8% | -42.3% | -39.2% |
| 1Y | -33.6% | +22.6% | -56.3% | -48.5% |
| 3Y | -20.4% | +67.0% | -87.4% | -58.0% |
| 5Y | -19.6% | +52.3% | -71.9% | -51.7% |
| All | +207.9% | +99.2% | +108.7% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling