-13.2%
PDD vs IWD
+12.7%
-26.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.1% |
| 7D | +5.9% | -0.9% | +6.8% | +5.8% |
| 30D | +7.1% | +2.6% | +4.4% | +5.6% |
| 3M | -7.7% | +1.2% | -8.9% | -8.5% |
| 6M | -13.2% | +12.1% | -25.3% | -19.0% |
| All | -13.2% | +12.7% | -26.0% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling