+232.2%
SLV vs PDD
+203.8%
+28.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.8% | +2.9% |
| 7D | +5.6% | -1.4% | +7.1% | +5.7% |
| 30D | -12.1% | -1.0% | -11.1% | -12.1% |
| 3M | -16.3% | -12.3% | -4.0% | -15.6% |
| 6M | -34.1% | -18.5% | -15.6% | -33.3% |
| YTD | -25.3% | -29.0% | +3.7% | -23.8% |
| 1Y | +9.6% | -40.7% | +50.3% | +12.8% |
| 3Y | +132.7% | -25.7% | +158.4% | +134.0% |
| 5Y | +113.7% | -3.3% | +117.0% | +107.8% |
| All | +232.2% | +203.8% | +28.5% | +211.9% |
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