+128.5%
SLV vs PDD
-26.6%
+155.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.1% | -3.3% |
| 7D | +3.7% | -1.0% | +4.6% | +3.8% |
| 30D | -15.2% | -2.4% | -12.8% | -14.9% |
| 3M | -21.8% | -14.6% | -7.1% | -20.1% |
| 6M | -36.3% | -19.6% | -16.7% | -34.5% |
| YTD | -27.8% | -30.0% | +2.1% | -24.8% |
| 1Y | +1.5% | -42.5% | +44.0% | +7.5% |
| 3Y | +128.5% | -27.2% | +155.7% | +131.0% |
| All | +128.5% | -26.6% | +155.1% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling