-13.6%
PDD vs IWD
+72.9%
-86.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.6% |
| 7D | -4.9% | +2.3% | -7.2% | -7.4% |
| 30D | -3.0% | +3.6% | -6.6% | -7.2% |
| 3M | -6.2% | +2.2% | -8.3% | -8.8% |
| 6M | -20.7% | +13.0% | -33.7% | -31.9% |
| YTD | -30.4% | +26.5% | -56.9% | -47.7% |
| 1Y | -41.3% | +30.1% | -71.4% | -57.4% |
| 3Y | -27.7% | +84.9% | -112.6% | -68.9% |
| All | -13.6% | +72.9% | -86.5% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling