+57.5%
DIA vs PDD
-23.2%
+80.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.9% | +5.6% | -6.6% | -1.3% |
| 30D | +0.3% | +5.8% | -5.5% | -0.1% |
| 3M | -4.5% | -8.6% | +4.1% | -4.0% |
| 6M | +3.4% | -18.8% | +22.2% | +4.6% |
| YTD | +7.8% | -26.8% | +34.5% | +9.6% |
| 1Y | +10.7% | -39.3% | +50.0% | +13.7% |
| 3Y | +57.5% | -22.5% | +80.0% | +57.9% |
| All | +57.5% | -23.2% | +80.7% | +57.9% |
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