+15.0%
IWM vs PDD
-39.8%
+54.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -2.0% | +5.6% | -7.6% | -2.8% |
| 30D | -1.5% | +5.8% | -7.2% | -2.3% |
| 3M | -8.0% | -8.6% | +0.6% | -6.9% |
| 6M | -4.1% | -18.8% | +14.7% | +0.2% |
| YTD | +11.9% | -26.8% | +38.7% | +18.3% |
| 1Y | +15.0% | -39.3% | +54.3% | +24.8% |
| All | +15.0% | -39.8% | +54.8% | +24.8% |
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