+194.4%
PDD vs PSKY
-78.5%
+272.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +3.9% | -0.6% |
| 7D | -4.4% | -6.8% | +2.4% | -3.4% |
| 30D | -15.5% | +10.2% | -25.7% | -16.8% |
| 3M | -4.1% | +0.3% | -4.3% | -4.3% |
| 6M | -23.4% | -7.8% | -15.7% | -23.0% |
| YTD | -30.7% | -23.0% | -7.7% | -28.7% |
| 1Y | -37.6% | -31.6% | -6.0% | -35.3% |
| 3Y | -17.5% | -21.3% | +3.8% | -20.6% |
| 5Y | -24.6% | -71.5% | +46.8% | -15.7% |
| All | +194.4% | -78.5% | +272.9% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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