+104.1%
GLD vs PDD
-16.7%
+120.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -4.6% | -4.9% | +0.3% | -4.5% |
| 30D | -5.5% | -3.0% | -2.4% | -5.4% |
| 3M | -10.9% | -6.2% | -4.7% | -10.8% |
| 6M | -17.4% | -20.7% | +3.3% | -17.0% |
| YTD | -10.3% | -30.4% | +20.0% | -9.7% |
| 1Y | -7.2% | -41.3% | +34.1% | -6.2% |
| 3Y | +96.9% | -27.7% | +124.6% | +97.3% |
| All | +104.1% | -16.7% | +120.7% | +101.8% |
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