+242.0%
GDXJ vs PDD
-26.6%
+268.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.8% |
| 7D | +11.8% | -1.0% | +12.7% | +12.0% |
| 30D | -7.1% | -2.4% | -4.7% | -6.8% |
| 3M | -10.5% | -14.6% | +4.1% | -8.3% |
| 6M | -15.5% | -19.6% | +4.1% | -12.9% |
| YTD | -6.6% | -30.0% | +23.4% | -2.0% |
| 1Y | +11.3% | -42.5% | +53.9% | +18.8% |
| 3Y | +242.0% | -27.2% | +269.1% | +240.4% |
| All | +242.0% | -26.6% | +268.6% | +240.4% |
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