-38.1%
PDD vs ITOT
+17.8%
-56.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.8% |
| 7D | -5.4% | -0.9% | -4.4% | -4.5% |
| 30D | -12.6% | -1.5% | -11.2% | -11.4% |
| 3M | -4.3% | +3.6% | -7.9% | -8.0% |
| 6M | -24.4% | +13.7% | -38.1% | -35.6% |
| YTD | -31.4% | +12.9% | -44.3% | -40.9% |
| 1Y | -38.1% | +17.2% | -55.3% | -47.6% |
| All | -38.1% | +17.8% | -56.0% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling