-36.2%
PDD vs PSA
+6.5%
-42.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -22.8% |
| YTD | -29.7% | +18.5% | -48.2% | -30.9% |
| 1Y | -36.2% | +6.6% | -42.8% | -37.4% |
| All | -36.2% | +6.5% | -42.7% | -37.4% |
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