+1.8%
GLD vs PDD
-39.8%
+41.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +4.7% | +5.6% | -0.9% | +3.6% |
| 30D | -0.9% | +5.8% | -6.7% | -2.0% |
| 3M | -4.4% | -8.6% | +4.2% | -2.6% |
| 6M | -13.6% | -18.8% | +5.3% | -9.0% |
| YTD | -6.0% | -26.8% | +20.8% | -0.2% |
| 1Y | +1.8% | -39.3% | +41.0% | +10.6% |
| All | +1.8% | -39.8% | +41.6% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling