-23.7%
PDD vs PSA
+13.6%
-37.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -4.1% | -3.7% | -0.4% | -3.4% |
| 30D | -9.6% | -7.7% | -1.9% | -8.2% |
| 3M | -4.3% | -0.6% | -3.7% | -4.3% |
| 6M | -18.8% | -0.9% | -17.8% | -18.9% |
| YTD | -27.5% | +18.7% | -46.2% | -30.2% |
| 1Y | -33.6% | +7.6% | -41.3% | -35.0% |
| 3Y | -20.4% | +23.7% | -44.1% | -25.9% |
| All | -23.7% | +13.6% | -37.3% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling