+201.5%
PDD vs IWF
+224.5%
-23.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -6.0% | -5.9% |
| 7D | -1.4% | -1.0% | -0.4% | -1.2% |
| 30D | -1.0% | -10.1% | +9.0% | +8.6% |
| 3M | -12.3% | -7.6% | -4.7% | -6.6% |
| 6M | -18.5% | -6.7% | -11.8% | -14.7% |
| YTD | -29.0% | -2.5% | -26.5% | -29.0% |
| 1Y | -40.7% | -2.1% | -38.7% | -41.0% |
| 3Y | -25.7% | +68.6% | -94.3% | -60.6% |
| 5Y | -3.3% | +55.8% | -59.1% | -42.6% |
| All | +201.5% | +224.5% | -23.0% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling