-0.3%
PDD vs IAU
+120.1%
-120.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +5.6% | +4.7% | +0.9% | +4.1% |
| 30D | +5.8% | -0.9% | +6.7% | +6.0% |
| 3M | -8.6% | -4.4% | -4.2% | -7.5% |
| 6M | -18.8% | -13.5% | -5.3% | -15.2% |
| YTD | -26.8% | -5.9% | -20.9% | -26.3% |
| 1Y | -39.3% | +1.9% | -41.2% | -40.6% |
| 3Y | -22.5% | +104.1% | -126.6% | -48.5% |
| All | -0.3% | +120.1% | -120.4% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling