-16.4%
PDD vs IJR
+54.5%
-70.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.7% |
| 7D | -4.1% | +0.9% | -5.0% | -4.5% |
| 30D | -13.1% | -3.1% | -9.9% | -12.0% |
| 3M | -3.5% | +4.4% | -7.9% | -5.4% |
| 6M | -21.8% | +16.1% | -37.9% | -26.7% |
| YTD | -29.7% | +20.6% | -50.2% | -35.0% |
| 1Y | -36.2% | +22.9% | -59.1% | -41.5% |
| 3Y | -16.4% | +55.2% | -71.6% | -26.9% |
| All | -16.4% | +54.5% | -70.8% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling