+142.5%
GLD vs PDD
-22.7%
+165.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -0.5% | -4.1% | +3.5% | -0.4% |
| 30D | +4.4% | -9.6% | +14.0% | +4.7% |
| 3M | -1.1% | -4.3% | +3.2% | -1.0% |
| 6M | -13.8% | -18.8% | +5.0% | -13.4% |
| YTD | +2.6% | -27.5% | +30.1% | +3.3% |
| 1Y | +24.5% | -33.6% | +58.1% | +25.5% |
| 3Y | +125.8% | -20.4% | +146.3% | +125.7% |
| All | +142.5% | -22.7% | +165.2% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling