+207.9%
PDD vs ITOT
+193.2%
+14.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.0% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -9.6% | 0.0% | -9.6% | -9.7% |
| 3M | -4.3% | +2.0% | -6.2% | -6.6% |
| 6M | -18.8% | +13.0% | -31.8% | -28.9% |
| YTD | -27.5% | +14.0% | -41.5% | -37.0% |
| 1Y | -33.6% | +19.9% | -53.5% | -45.2% |
| 3Y | -20.4% | +75.8% | -96.2% | -57.4% |
| 5Y | -19.6% | +73.8% | -93.4% | -55.0% |
| All | +207.9% | +193.2% | +14.7% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling