+195.9%
PDD vs IVZ
+62.0%
+134.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -3.8% | -2.8% | -1.1% | -3.3% |
| 30D | -2.4% | -2.2% | -0.2% | -2.2% |
| 3M | -12.7% | -8.1% | -4.6% | -11.1% |
| 6M | -20.0% | +3.8% | -23.8% | -22.0% |
| YTD | -30.3% | +11.5% | -41.8% | -34.0% |
| 1Y | -42.4% | +23.7% | -66.1% | -47.3% |
| 3Y | -27.5% | +145.8% | -173.3% | -48.3% |
| 5Y | -14.9% | +36.1% | -51.1% | -29.2% |
| All | +195.9% | +62.0% | +134.0% | +112.3% |
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