-41.3%
PDD vs IJR
+19.9%
-61.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.9% | +2.2% | -7.1% | -5.8% |
| 30D | -3.0% | +3.8% | -6.9% | -5.0% |
| 3M | -6.2% | -5.7% | -0.4% | -3.4% |
| 6M | -20.7% | +4.6% | -25.4% | -23.8% |
| YTD | -30.4% | +18.0% | -48.3% | -38.2% |
| 1Y | -41.3% | +21.8% | -63.1% | -48.4% |
| All | -41.3% | +19.9% | -61.2% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling