-38.6%
PDD vs IWF
-1.6%
-37.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | +6.0% | -4.2% | +10.2% | +8.3% |
| 30D | +5.5% | -8.1% | +13.6% | +10.3% |
| 3M | -9.8% | -5.1% | -4.7% | -7.5% |
| 6M | -16.0% | -1.4% | -14.6% | -16.9% |
| YTD | -27.6% | -0.1% | -27.5% | -28.9% |
| 1Y | -38.6% | -1.3% | -37.4% | -39.3% |
| All | -38.6% | -1.6% | -37.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling