+201.5%
PDD vs IVZ
+63.6%
+137.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.8% | -9.8% | -5.1% |
| 7D | -1.4% | +4.1% | -5.5% | -3.0% |
| 30D | -1.0% | -2.0% | +1.0% | -0.9% |
| 3M | -12.3% | -7.8% | -4.4% | -10.7% |
| 6M | -18.5% | +6.3% | -24.8% | -21.1% |
| YTD | -29.0% | +12.6% | -41.6% | -32.9% |
| 1Y | -40.7% | +27.6% | -68.3% | -46.3% |
| 3Y | -25.7% | +154.0% | -179.7% | -47.6% |
| 5Y | -3.3% | +37.3% | -40.6% | -19.7% |
| All | +201.5% | +63.6% | +137.9% | +115.6% |
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