+221.9%
SLV vs PDD
+198.2%
+23.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -1.1% | -3.8% | +2.7% | -0.8% |
| 30D | -14.2% | -2.4% | -11.8% | -14.0% |
| 3M | -20.3% | -12.7% | -7.6% | -19.7% |
| 6M | -40.2% | -20.0% | -20.2% | -39.4% |
| YTD | -27.6% | -30.3% | +2.7% | -26.1% |
| 1Y | +0.4% | -42.4% | +42.8% | +3.5% |
| 3Y | +129.4% | -27.5% | +156.9% | +131.0% |
| 5Y | +99.8% | -14.9% | +114.7% | +95.7% |
| All | +221.9% | +198.2% | +23.8% | +202.6% |
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