-21.6%
PDD vs IWD
+79.4%
-101.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +4.0% |
| 7D | +5.9% | -0.9% | +6.8% | +6.5% |
| 30D | +7.1% | +2.6% | +4.4% | +5.0% |
| 3M | -7.7% | +1.2% | -8.9% | -8.6% |
| 6M | -13.2% | +12.1% | -25.3% | -20.5% |
| YTD | -26.0% | +24.1% | -50.1% | -36.9% |
| 1Y | -38.4% | +28.5% | -66.9% | -48.7% |
| All | -21.6% | +79.4% | -101.0% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling