+211.0%
PDD vs IWD
+145.1%
+65.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +5.6% | -0.5% | +6.1% | +5.9% |
| 30D | +5.8% | +2.7% | +3.1% | +3.6% |
| 3M | -8.6% | +0.9% | -9.5% | -9.4% |
| 6M | -18.8% | +10.5% | -29.4% | -25.2% |
| YTD | -26.8% | +23.7% | -50.5% | -38.0% |
| 1Y | -39.3% | +28.7% | -68.0% | -50.2% |
| 3Y | -22.5% | +79.7% | -102.2% | -51.4% |
| 5Y | -0.8% | +69.7% | -70.5% | -34.0% |
| All | +211.0% | +145.1% | +65.8% | +86.0% |
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