-23.7%
PDD vs IWF
+73.7%
-97.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | +0.5% | -4.6% | -4.6% |
| 30D | -9.6% | -0.4% | -9.2% | -9.5% |
| 3M | -4.3% | -2.6% | -1.7% | -2.5% |
| 6M | -18.8% | +9.1% | -27.9% | -26.9% |
| YTD | -27.5% | +4.5% | -32.0% | -31.6% |
| 1Y | -33.6% | +10.1% | -43.7% | -40.8% |
| 3Y | -20.4% | +77.6% | -98.0% | -63.1% |
| All | -23.7% | +73.7% | -97.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling