+198.7%
PDD vs IVZ
+83.0%
+115.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.3% |
| 7D | -4.1% | +1.1% | -5.2% | -4.4% |
| 30D | -13.1% | +3.1% | -16.2% | -14.0% |
| 3M | -3.5% | +18.2% | -21.6% | -8.9% |
| 6M | -21.8% | +38.6% | -60.4% | -30.1% |
| YTD | -29.7% | +25.9% | -55.6% | -35.4% |
| 1Y | -36.2% | +51.7% | -87.9% | -45.0% |
| 3Y | -16.4% | +138.7% | -155.0% | -39.4% |
| 5Y | -23.8% | +62.8% | -86.6% | -39.2% |
| All | +198.7% | +83.0% | +115.7% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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