+207.9%
PDD vs IAU
+254.2%
-46.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.0% |
| 7D | -4.1% | -0.5% | -3.5% | -3.9% |
| 30D | -9.6% | +4.4% | -14.0% | -10.9% |
| 3M | -4.3% | -1.1% | -3.2% | -4.1% |
| 6M | -18.8% | -13.7% | -5.0% | -15.3% |
| YTD | -27.5% | +2.7% | -30.2% | -28.7% |
| 1Y | -33.6% | +24.6% | -58.3% | -39.0% |
| 3Y | -20.4% | +126.8% | -147.3% | -43.1% |
| 5Y | -19.6% | +139.5% | -159.1% | -44.7% |
| All | +207.9% | +254.2% | -46.3% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling