+195.8%
PDD vs IJH
+109.7%
+86.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.9% | +2.3% | -7.2% | -6.6% |
| 30D | -3.0% | +2.1% | -5.1% | -4.8% |
| 3M | -6.2% | -5.7% | -0.5% | -2.3% |
| 6M | -20.7% | +1.4% | -22.1% | -22.3% |
| YTD | -30.4% | +12.6% | -43.0% | -37.0% |
| 1Y | -41.3% | +16.1% | -57.4% | -48.2% |
| 3Y | -27.7% | +57.8% | -85.5% | -51.5% |
| 5Y | -16.9% | +36.8% | -53.7% | -36.6% |
| All | +195.8% | +109.7% | +86.0% | +153.7% |
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