+191.4%
PDD vs IJH
+111.0%
+80.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.6% |
| 7D | -5.4% | -1.9% | -3.5% | -4.0% |
| 30D | -12.6% | -4.6% | -8.0% | -9.4% |
| 3M | -4.3% | -1.2% | -3.1% | -3.8% |
| 6M | -24.4% | +9.4% | -33.8% | -29.8% |
| YTD | -31.4% | +13.3% | -44.7% | -38.0% |
| 1Y | -38.1% | +13.4% | -51.5% | -44.2% |
| 3Y | -20.1% | +50.4% | -70.6% | -44.0% |
| 5Y | -25.0% | +49.0% | -74.0% | -45.4% |
| All | +191.4% | +111.0% | +80.4% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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