+191.5%
PDD vs ITOT
+188.1%
+3.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.3% |
| 7D | -4.6% | -2.0% | -2.6% | -2.6% |
| 30D | -14.0% | -2.0% | -12.0% | -12.3% |
| 3M | -4.9% | +4.5% | -9.4% | -9.5% |
| 6M | -25.8% | +12.6% | -38.4% | -34.7% |
| YTD | -31.4% | +12.0% | -43.3% | -39.2% |
| 1Y | -37.6% | +17.3% | -54.8% | -47.2% |
| 3Y | -18.4% | +75.2% | -93.6% | -56.2% |
| 5Y | -25.0% | +74.0% | -99.0% | -57.9% |
| All | +191.5% | +188.1% | +3.4% | +39.7% |
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