-3.3%
PDD vs IWD
+72.9%
-76.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.1% | -5.3% |
| 7D | -1.4% | +1.3% | -2.7% | -3.1% |
| 30D | -1.0% | +3.6% | -4.6% | -5.3% |
| 3M | -12.3% | +2.3% | -14.6% | -14.9% |
| 6M | -18.5% | +13.0% | -31.5% | -30.0% |
| YTD | -29.0% | +26.2% | -55.2% | -46.6% |
| 1Y | -40.7% | +30.5% | -71.2% | -57.2% |
| 3Y | -25.7% | +86.2% | -111.9% | -68.4% |
| 5Y | -3.3% | +72.9% | -76.2% | -51.0% |
| All | -3.3% | +72.9% | -76.2% | -51.0% |
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 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