+223.5%
SLV vs PDD
+213.3%
+10.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +5.1% | +5.6% | -0.5% | +4.7% |
| 30D | -12.9% | +5.8% | -18.7% | -13.2% |
| 3M | -16.1% | -8.6% | -7.5% | -15.6% |
| 6M | -33.2% | -18.8% | -14.3% | -32.4% |
| YTD | -27.2% | -26.8% | -0.5% | -25.9% |
| 1Y | +7.6% | -39.3% | +46.9% | +10.6% |
| 3Y | +122.3% | -22.5% | +144.8% | +123.1% |
| 5Y | +109.7% | -0.8% | +110.5% | +103.7% |
| All | +223.5% | +213.3% | +10.1% | +203.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling