+195.8%
PDD vs IWD
+150.7%
+45.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.7% |
| 7D | -4.9% | +2.3% | -7.2% | -6.6% |
| 30D | -3.0% | +3.6% | -6.6% | -5.8% |
| 3M | -6.2% | +2.2% | -8.3% | -7.9% |
| 6M | -20.7% | +13.0% | -33.7% | -28.2% |
| YTD | -30.4% | +26.5% | -56.9% | -42.1% |
| 1Y | -41.3% | +30.1% | -71.4% | -52.3% |
| 3Y | -27.7% | +84.9% | -112.6% | -55.7% |
| 5Y | -16.9% | +73.4% | -90.2% | -45.7% |
| All | +195.8% | +150.7% | +45.1% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling