+211.0%
PDD vs IWF
+215.3%
-4.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.3% |
| 7D | +5.6% | -5.0% | +10.6% | +10.3% |
| 30D | +5.8% | -13.2% | +19.0% | +20.4% |
| 3M | -8.6% | -9.4% | +0.8% | -0.7% |
| 6M | -18.8% | -8.6% | -10.3% | -13.4% |
| YTD | -26.8% | -5.3% | -21.5% | -24.6% |
| 1Y | -39.3% | -5.0% | -34.3% | -37.7% |
| 3Y | -22.5% | +64.6% | -87.1% | -57.9% |
| 5Y | -0.8% | +50.8% | -51.6% | -39.1% |
| All | +211.0% | +215.3% | -4.3% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling