+198.7%
PDD vs PSA
+89.4%
+109.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.1% | -0.4% | -3.7% | -4.1% |
| 30D | -13.1% | -8.2% | -4.9% | -12.1% |
| 3M | -3.5% | -2.1% | -1.3% | -3.3% |
| 6M | -21.8% | -0.2% | -21.6% | -21.9% |
| YTD | -29.7% | +18.5% | -48.2% | -31.4% |
| 1Y | -36.2% | +6.6% | -42.8% | -37.0% |
| 3Y | -16.4% | +24.5% | -40.8% | -19.8% |
| 5Y | -23.8% | +13.6% | -37.4% | -27.2% |
| All | +198.7% | +89.4% | +109.3% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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