+198.7%
PDD vs IWF
+246.8%
-48.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.7% |
| 7D | -4.1% | +1.5% | -5.6% | -5.5% |
| 30D | -13.1% | -1.3% | -11.8% | -12.2% |
| 3M | -3.5% | +0.1% | -3.6% | -4.4% |
| 6M | -21.8% | +10.3% | -32.1% | -30.0% |
| YTD | -29.7% | +4.2% | -33.8% | -33.3% |
| 1Y | -36.2% | +9.3% | -45.5% | -42.4% |
| 3Y | -16.4% | +79.3% | -95.7% | -57.7% |
| 5Y | -23.8% | +73.8% | -97.6% | -58.8% |
| All | +198.7% | +246.8% | -48.1% | +10.1% |
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