-23.7%
PDD vs IVZ
+64.2%
-87.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -4.1% | +0.6% | -4.7% | -4.4% |
| 30D | -9.6% | +4.0% | -13.6% | -11.4% |
| 3M | -4.3% | +18.2% | -22.5% | -12.3% |
| 6M | -18.8% | +32.8% | -51.6% | -30.2% |
| YTD | -27.5% | +28.7% | -56.2% | -37.2% |
| 1Y | -33.6% | +55.4% | -89.0% | -48.0% |
| 3Y | -20.4% | +135.2% | -155.6% | -53.4% |
| All | -23.7% | +64.2% | -87.9% | -43.3% |
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 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