-23.7%
PDD vs IWD
+73.6%
-97.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.5% |
| 7D | -4.1% | -0.3% | -3.8% | -3.8% |
| 30D | -9.6% | +0.6% | -10.2% | -10.3% |
| 3M | -4.3% | +7.2% | -11.5% | -12.2% |
| 6M | -18.8% | +16.2% | -35.0% | -32.4% |
| YTD | -27.5% | +23.3% | -50.8% | -43.8% |
| 1Y | -33.6% | +29.6% | -63.2% | -51.5% |
| 3Y | -20.4% | +70.5% | -90.9% | -61.2% |
| All | -23.7% | +73.6% | -97.3% | -61.8% |
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 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