-23.7%
PDD vs PSKY
-70.3%
+46.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | -9.6% | +24.0% | -33.6% | -13.2% |
| 3M | -4.3% | +2.2% | -6.4% | -4.9% |
| 6M | -18.8% | -9.0% | -9.8% | -18.0% |
| YTD | -27.5% | -18.1% | -9.4% | -25.8% |
| 1Y | -33.6% | -25.1% | -8.5% | -31.8% |
| 3Y | -20.4% | -16.3% | -4.1% | -25.9% |
| All | -23.7% | -70.3% | +46.6% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling