+349.6%
GDXJ vs PDD
+196.6%
+152.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.8% | +1.5% |
| 7D | +0.9% | -4.4% | +5.4% | +1.4% |
| 30D | +8.8% | -15.5% | +24.3% | +10.6% |
| 3M | +29.8% | -4.1% | +33.9% | +30.3% |
| 6M | -5.8% | -23.4% | +17.6% | -3.4% |
| YTD | +13.6% | -30.7% | +44.3% | +17.6% |
| 1Y | +54.5% | -37.6% | +92.1% | +61.3% |
| 3Y | +301.4% | -17.5% | +318.9% | +300.4% |
| 5Y | +236.3% | -24.6% | +261.0% | +222.6% |
| All | +349.6% | +196.6% | +152.9% | +298.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling