+207.9%
PDD vs PSA
+89.6%
+118.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -4.1% | -3.7% | -0.4% | -3.6% |
| 30D | -9.6% | -7.7% | -1.9% | -8.6% |
| 3M | -4.3% | -0.6% | -3.7% | -4.3% |
| 6M | -18.8% | -0.9% | -17.8% | -18.8% |
| YTD | -27.5% | +18.7% | -46.2% | -29.3% |
| 1Y | -33.6% | +7.6% | -41.3% | -34.5% |
| 3Y | -20.4% | +23.7% | -44.1% | -23.6% |
| 5Y | -19.6% | +13.7% | -33.2% | -23.1% |
| All | +207.9% | +89.6% | +118.3% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling