+195.8%
PDD vs IJR
+84.8%
+110.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.9% | +2.2% | -7.1% | -6.3% |
| 30D | -3.0% | +3.8% | -6.9% | -5.5% |
| 3M | -6.2% | -5.7% | -0.4% | -2.8% |
| 6M | -20.7% | +4.6% | -25.4% | -23.5% |
| YTD | -30.4% | +18.0% | -48.3% | -37.8% |
| 1Y | -41.3% | +21.8% | -63.1% | -48.7% |
| 3Y | -27.7% | +61.1% | -88.8% | -49.5% |
| 5Y | -16.9% | +27.3% | -44.2% | -31.6% |
| All | +195.8% | +84.8% | +110.9% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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