+301.1%
GDXJ vs PDD
-15.4%
+316.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +0.2% | -4.1% | +4.2% | +0.9% |
| 30D | +17.9% | -9.6% | +27.5% | +19.8% |
| 3M | +15.3% | -4.3% | +19.6% | +16.0% |
| 6M | -9.4% | -18.8% | +9.3% | -6.5% |
| YTD | +13.4% | -27.5% | +40.9% | +18.6% |
| 1Y | +59.7% | -33.6% | +93.3% | +68.2% |
| All | +301.1% | -15.4% | +316.5% | +276.7% |
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