+195.8%
PDD vs ITOT
+186.8%
+8.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.3% |
| 7D | -4.9% | +2.5% | -7.4% | -7.4% |
| 30D | -3.0% | -1.7% | -1.3% | -1.9% |
| 3M | -6.2% | -3.4% | -2.8% | -3.5% |
| 6M | -20.7% | +2.1% | -22.8% | -23.3% |
| YTD | -30.4% | +11.5% | -41.8% | -38.4% |
| 1Y | -41.3% | +13.6% | -54.9% | -49.1% |
| 3Y | -27.7% | +77.2% | -104.9% | -62.0% |
| 5Y | -16.9% | +64.4% | -81.2% | -51.4% |
| All | +195.8% | +186.8% | +8.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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