+24.7%
IWM vs PDD
-11.6%
+36.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +0.3% | -1.0% | +1.2% | +0.3% |
| 30D | +0.6% | -2.4% | +3.0% | +0.8% |
| 3M | -6.2% | -14.6% | +8.4% | -4.8% |
| 6M | -0.8% | -19.6% | +18.8% | +1.2% |
| YTD | +14.8% | -30.0% | +44.7% | +18.6% |
| 1Y | +16.1% | -42.5% | +58.7% | +22.4% |
| 3Y | +71.5% | -27.2% | +98.7% | +71.6% |
| All | +24.7% | -11.6% | +36.3% | +22.0% |
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