+160.1%
IGV vs PDD
+203.8%
-43.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.7% | +3.0% |
| 7D | -0.4% | -1.4% | +1.0% | -0.3% |
| 30D | -9.9% | -1.0% | -8.9% | -9.9% |
| 3M | -1.2% | -12.3% | +11.1% | +0.4% |
| 6M | +11.3% | -18.5% | +29.8% | +14.1% |
| YTD | -4.0% | -29.0% | +25.0% | +0.1% |
| 1Y | -7.3% | -40.7% | +33.4% | -1.0% |
| 3Y | +42.8% | -25.7% | +68.4% | +42.7% |
| 5Y | +13.7% | -3.3% | +16.9% | +0.5% |
| All | +160.1% | +203.8% | -43.7% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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