+150.7%
GDX vs PDD
-16.7%
+167.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -6.8% | -4.9% | -1.9% | -6.4% |
| 30D | -2.1% | -3.0% | +0.9% | -1.8% |
| 3M | -7.5% | -6.2% | -1.3% | -7.0% |
| 6M | -15.2% | -20.7% | +5.6% | -13.4% |
| YTD | -4.8% | -30.4% | +25.5% | -1.8% |
| 1Y | +6.7% | -41.3% | +48.0% | +11.6% |
| 3Y | +212.7% | -27.7% | +240.4% | +215.0% |
| All | +150.7% | -16.7% | +167.4% | +144.0% |
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 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