+201.5%
PDD vs IAU
+230.4%
-28.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.9% | -3.6% |
| 7D | -1.4% | +4.9% | -6.3% | -2.9% |
| 30D | -1.0% | -1.4% | +0.3% | -0.7% |
| 3M | -12.3% | -4.8% | -7.5% | -11.2% |
| 6M | -18.5% | -12.5% | -6.0% | -15.4% |
| YTD | -29.0% | -4.2% | -24.8% | -28.8% |
| 1Y | -40.7% | +3.1% | -43.8% | -42.0% |
| 3Y | -25.7% | +110.0% | -135.7% | -45.6% |
| 5Y | -3.3% | +123.1% | -126.3% | -32.1% |
| All | +201.5% | +230.4% | -28.9% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling