-27.7%
PDD vs IVZ
+152.3%
-180.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.3% |
| 7D | -4.9% | +7.6% | -12.5% | -6.7% |
| 30D | -3.0% | +4.3% | -7.4% | -4.4% |
| 3M | -6.2% | -9.3% | +3.2% | -4.1% |
| 6M | -20.7% | +5.2% | -26.0% | -22.8% |
| YTD | -30.4% | +13.4% | -43.8% | -34.1% |
| 1Y | -41.3% | +25.4% | -66.7% | -46.2% |
| 3Y | -27.7% | +152.5% | -180.2% | -39.9% |
| All | -27.7% | +152.3% | -180.0% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling