+214.4%
PDD vs IWD
+146.0%
+68.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +4.2% |
| 7D | +5.9% | -0.9% | +6.8% | +6.6% |
| 30D | +7.1% | +2.6% | +4.4% | +4.9% |
| 3M | -7.7% | +1.2% | -8.9% | -8.7% |
| 6M | -13.2% | +12.1% | -25.3% | -20.9% |
| YTD | -26.0% | +24.1% | -50.1% | -37.5% |
| 1Y | -38.4% | +28.5% | -66.9% | -49.4% |
| 3Y | -21.1% | +79.5% | -100.6% | -50.5% |
| 5Y | +0.3% | +70.3% | -70.0% | -33.4% |
| All | +214.4% | +146.0% | +68.4% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling