+39.1%
IWM vs PDD
-22.7%
+61.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.1% | -4.1% | +4.1% | +0.5% |
| 30D | -1.3% | -9.6% | +8.3% | -0.3% |
| 3M | +1.6% | -4.3% | +5.9% | +1.9% |
| 6M | +13.6% | -18.8% | +32.3% | +15.7% |
| YTD | +20.8% | -27.5% | +48.2% | +24.4% |
| 1Y | +26.4% | -33.6% | +60.0% | +31.3% |
| 3Y | +60.7% | -20.4% | +81.1% | +59.1% |
| All | +39.1% | -22.7% | +61.8% | +38.9% |
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