-16.4%
PDD vs ITOT
+77.4%
-93.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.6% |
| 7D | -4.1% | +0.7% | -4.8% | -4.6% |
| 30D | -13.1% | -1.1% | -12.0% | -12.4% |
| 3M | -3.5% | +3.9% | -7.4% | -6.4% |
| 6M | -21.8% | +14.7% | -36.5% | -29.9% |
| YTD | -29.7% | +13.3% | -43.0% | -36.3% |
| 1Y | -36.2% | +19.1% | -55.4% | -44.1% |
| 3Y | -16.4% | +77.3% | -93.7% | -43.8% |
| All | -16.4% | +77.4% | -93.8% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling