+20.0%
IWM vs PDD
-1.2%
+21.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -2.0% | +5.6% | -7.6% | -2.6% |
| 30D | -1.5% | +5.8% | -7.2% | -2.1% |
| 3M | -8.0% | -8.6% | +0.6% | -7.2% |
| 6M | -4.1% | -18.8% | +14.7% | -2.3% |
| YTD | +11.9% | -26.8% | +38.7% | +15.1% |
| 1Y | +15.0% | -39.3% | +54.3% | +20.5% |
| 3Y | +64.2% | -22.5% | +86.7% | +63.2% |
| All | +20.0% | -1.2% | +21.2% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling