+11.0%
DIA vs PDD
-42.5%
+53.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -1.6% | -3.8% | +2.2% | -1.3% |
| 30D | +1.3% | -2.4% | +3.6% | +1.5% |
| 3M | -2.1% | -12.7% | +10.6% | -0.6% |
| 6M | +6.2% | -20.0% | +26.3% | +9.6% |
| YTD | +10.3% | -30.3% | +40.7% | +16.4% |
| 1Y | +11.0% | -42.4% | +53.4% | +21.0% |
| All | +11.0% | -42.5% | +53.5% | +21.0% |
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 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