+62.6%
IWM vs PDD
-22.3%
+84.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -4.8% |
| 7D | -4.6% | +5.9% | -10.5% | -5.1% |
| 30D | -3.7% | +7.1% | -10.8% | -4.3% |
| 3M | -9.4% | -7.7% | -1.7% | -8.8% |
| 6M | -3.6% | -13.2% | +9.6% | -2.6% |
| YTD | +10.8% | -26.0% | +36.8% | +13.3% |
| 1Y | +11.9% | -38.4% | +50.3% | +15.9% |
| All | +62.6% | -22.3% | +84.9% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling