+26.4%
IWM vs PDD
-33.4%
+59.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.1% | -4.1% | +4.1% | +0.8% |
| 30D | -1.3% | -9.6% | +8.3% | +0.3% |
| 3M | +1.6% | -4.3% | +5.9% | +2.4% |
| 6M | +13.6% | -18.8% | +32.3% | +18.4% |
| YTD | +20.8% | -27.5% | +48.2% | +28.7% |
| 1Y | +26.4% | -33.6% | +60.0% | +39.1% |
| All | +26.4% | -33.4% | +59.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling