+78.1%
IWM vs PDD
+216.8%
-138.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -4.8% |
| 7D | -4.6% | +5.9% | -10.5% | -5.2% |
| 30D | -3.7% | +7.1% | -10.8% | -4.4% |
| 3M | -9.4% | -7.7% | -1.7% | -8.7% |
| 6M | -3.6% | -13.2% | +9.6% | -2.6% |
| YTD | +10.8% | -26.0% | +36.8% | +13.7% |
| 1Y | +11.9% | -38.4% | +50.3% | +16.8% |
| 3Y | +60.6% | -21.1% | +81.7% | +59.6% |
| 5Y | +19.2% | +0.3% | +18.9% | +8.8% |
| All | +78.1% | +216.8% | -138.6% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling