-41.3%
PDD vs PSA
+26.5%
-67.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -4.9% | -1.4% | -3.4% | -4.6% |
| 30D | -3.0% | +15.2% | -18.2% | -5.0% |
| 3M | -6.2% | +2.2% | -8.4% | -6.5% |
| 6M | -20.7% | +11.7% | -32.4% | -22.3% |
| YTD | -30.4% | +32.0% | -62.4% | -33.3% |
| 1Y | -41.3% | +26.3% | -67.6% | -44.5% |
| All | -41.3% | +26.5% | -67.7% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling