+23.5%
IGV vs PDD
-22.7%
+46.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -4.5% | -4.1% | -0.4% | -4.0% |
| 30D | +3.2% | -9.6% | +12.8% | +4.6% |
| 3M | +4.5% | -4.3% | +8.8% | +5.0% |
| 6M | +22.1% | -18.8% | +40.9% | +25.1% |
| YTD | -1.0% | -27.5% | +26.5% | +2.9% |
| 1Y | -2.1% | -33.6% | +31.5% | +2.9% |
| 3Y | +44.6% | -20.4% | +65.0% | +42.8% |
| All | +23.5% | -22.7% | +46.1% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling