+104.8%
GLD vs PDD
-22.3%
+127.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.7% |
| 7D | +1.9% | +5.9% | -4.0% | +1.6% |
| 30D | -1.8% | +7.1% | -8.9% | -2.1% |
| 3M | -3.6% | -7.7% | +4.1% | -3.3% |
| 6M | -10.2% | -13.2% | +3.0% | -9.9% |
| YTD | -5.3% | -26.0% | +20.7% | -4.6% |
| 1Y | +2.5% | -38.4% | +40.9% | +3.3% |
| All | +104.8% | -22.3% | +127.1% | +104.4% |
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