+191.4%
PDD vs IJR
+86.2%
+105.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.4% |
| 7D | -5.4% | -2.2% | -3.2% | -4.0% |
| 30D | -12.6% | -4.6% | -8.0% | -10.0% |
| 3M | -4.3% | +0.2% | -4.5% | -4.6% |
| 6M | -24.4% | +14.7% | -39.1% | -31.1% |
| YTD | -31.4% | +18.9% | -50.2% | -38.9% |
| 1Y | -38.1% | +19.9% | -58.0% | -45.3% |
| 3Y | -20.1% | +53.0% | -73.1% | -42.0% |
| 5Y | -25.0% | +40.9% | -65.9% | -41.1% |
| All | +191.4% | +86.2% | +105.2% | +161.9% |
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