-27.7%
PDD vs IWF
+65.9%
-93.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | -4.9% | +2.8% | -7.7% | -6.3% |
| 30D | -3.0% | -7.5% | +4.5% | +0.7% |
| 3M | -6.2% | -8.5% | +2.3% | -2.1% |
| 6M | -20.7% | -7.4% | -13.3% | -18.1% |
| YTD | -30.4% | -2.6% | -27.7% | -30.4% |
| 1Y | -41.3% | -1.8% | -39.4% | -41.5% |
| 3Y | -27.7% | +65.5% | -93.2% | -46.9% |
| All | -27.7% | +65.9% | -93.6% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling