+59.7%
DIA vs PDD
-28.8%
+88.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | 0.0% |
| 7D | +2.1% | -4.9% | +7.0% | +2.4% |
| 30D | +1.5% | -3.0% | +4.5% | +1.6% |
| 3M | -2.4% | -6.2% | +3.8% | -2.1% |
| 6M | +6.0% | -20.7% | +26.7% | +7.3% |
| YTD | +10.1% | -30.4% | +40.4% | +12.2% |
| 1Y | +11.8% | -41.3% | +53.1% | +15.0% |
| 3Y | +59.7% | -27.7% | +87.4% | +60.7% |
| All | +59.7% | -28.8% | +88.5% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling