+138.4%
DIA vs PDD
+199.6%
-61.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +0.9% | -1.0% | +1.9% | +0.9% |
| 30D | +1.1% | -2.4% | +3.5% | +1.2% |
| 3M | -2.9% | -14.6% | +11.7% | -2.0% |
| 6M | +5.9% | -19.6% | +25.5% | +7.1% |
| YTD | +9.8% | -30.0% | +39.8% | +11.9% |
| 1Y | +11.7% | -42.5% | +54.2% | +15.2% |
| 3Y | +59.5% | -27.2% | +86.7% | +59.7% |
| 5Y | +57.5% | -8.2% | +65.8% | +50.1% |
| All | +138.4% | +199.6% | -61.2% | +92.6% |
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