+190.4%
PDD vs IWD
+150.2%
+40.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -7.6% | +1.7% | -9.3% | -8.9% |
| 30D | -5.4% | +3.2% | -8.6% | -7.8% |
| 3M | -12.9% | +2.3% | -15.2% | -14.6% |
| 6M | -19.0% | +12.9% | -32.0% | -26.6% |
| YTD | -31.6% | +26.2% | -57.9% | -43.1% |
| 1Y | -43.0% | +28.3% | -71.3% | -53.2% |
| 3Y | -28.9% | +84.4% | -113.3% | -56.3% |
| 5Y | -18.4% | +73.0% | -91.4% | -46.6% |
| All | +190.4% | +150.2% | +40.2% | +70.9% |
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