-0.3%
PDD vs IVZ
+27.3%
-27.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +5.6% | -2.4% | +8.1% | +6.4% |
| 30D | +5.8% | -11.2% | +17.0% | +11.0% |
| 3M | -8.6% | -14.0% | +5.4% | -3.1% |
| 6M | -18.8% | +0.5% | -19.3% | -20.9% |
| YTD | -26.8% | +5.4% | -32.2% | -31.0% |
| 1Y | -39.3% | +19.5% | -58.7% | -46.5% |
| 3Y | -22.5% | +128.7% | -151.2% | -56.4% |
| All | -0.3% | +27.3% | -27.6% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling