+139.1%
DIA vs PDD
+203.8%
-64.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.4% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | +1.4% | -1.0% | +2.5% | +1.5% |
| 3M | -2.7% | -12.3% | +9.6% | -2.0% |
| 6M | +6.2% | -18.5% | +24.7% | +7.3% |
| YTD | +10.1% | -29.0% | +39.1% | +12.1% |
| 1Y | +13.0% | -40.7% | +53.7% | +16.3% |
| 3Y | +61.9% | -25.7% | +87.6% | +61.9% |
| 5Y | +57.1% | -3.3% | +60.4% | +49.1% |
| All | +139.1% | +203.8% | -64.7% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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