+10.7%
DIA vs PDD
-39.8%
+50.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.9% | +5.6% | -6.6% | -1.6% |
| 30D | +0.3% | +5.8% | -5.5% | -0.4% |
| 3M | -4.5% | -8.6% | +4.1% | -3.5% |
| 6M | +3.4% | -18.8% | +22.2% | +7.0% |
| YTD | +7.8% | -26.8% | +34.5% | +13.2% |
| 1Y | +10.7% | -39.3% | +50.0% | +20.7% |
| All | +10.7% | -39.8% | +50.6% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling