+65.7%
DIA vs PDD
-22.7%
+88.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.2% | -4.1% | +3.9% | 0.0% |
| 30D | -1.5% | -9.6% | +8.1% | -1.0% |
| 3M | +3.8% | -4.3% | +8.0% | +3.9% |
| 6M | +10.3% | -18.8% | +29.0% | +11.4% |
| YTD | +12.1% | -27.5% | +39.6% | +13.9% |
| 1Y | +18.6% | -33.6% | +52.3% | +21.1% |
| 3Y | +60.6% | -20.4% | +81.0% | +60.0% |
| All | +65.7% | -22.7% | +88.3% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling