-24.6%
PDD vs IJR
+39.8%
-64.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.5% |
| 7D | -4.4% | -1.1% | -3.3% | -3.5% |
| 30D | -15.5% | -3.6% | -11.9% | -12.9% |
| 3M | -4.1% | +2.3% | -6.4% | -6.2% |
| 6M | -23.4% | +14.3% | -37.8% | -32.0% |
| YTD | -30.7% | +19.3% | -50.0% | -40.7% |
| 1Y | -37.6% | +22.6% | -60.2% | -48.1% |
| 3Y | -17.5% | +53.5% | -71.1% | -49.6% |
| 5Y | -24.6% | +39.9% | -64.5% | -44.5% |
| All | -24.6% | +39.8% | -64.5% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling