+203.3%
PDD vs PSKY
-85.4%
+288.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.1% | -1.0% |
| 7D | -0.5% | -24.6% | +24.1% | +3.2% |
| 30D | +2.0% | -36.1% | +38.1% | +8.3% |
| 3M | -18.0% | -37.1% | +19.1% | -13.5% |
| 6M | -21.9% | -40.5% | +18.6% | -16.9% |
| YTD | -28.6% | -47.7% | +19.1% | -23.2% |
| 1Y | -36.4% | -58.4% | +21.9% | -29.4% |
| 3Y | -23.1% | -40.7% | +17.6% | -24.0% |
| 5Y | -13.9% | -80.0% | +66.2% | +0.5% |
| All | +203.3% | -85.4% | +288.6% | +380.2% |
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