+211.4%
SLV vs PDD
+192.6%
+18.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.2% |
| 7D | -3.9% | -7.6% | +3.8% | -3.4% |
| 30D | -15.6% | -5.4% | -10.2% | -15.4% |
| 3M | -23.6% | -12.9% | -10.7% | -23.0% |
| 6M | -42.6% | -19.0% | -23.5% | -41.9% |
| YTD | -30.0% | -31.6% | +1.7% | -28.4% |
| 1Y | -6.6% | -43.0% | +36.4% | -3.7% |
| 3Y | +121.8% | -28.9% | +150.7% | +123.7% |
| 5Y | +92.7% | -18.4% | +111.0% | +89.1% |
| All | +211.4% | +192.6% | +18.8% | +193.0% |
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