+207.9%
PDD vs PSKY
-77.1%
+285.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.6% |
| 3M | -4.3% | +2.2% | -6.4% | -4.8% |
| 6M | -18.8% | -9.0% | -9.8% | -18.1% |
| YTD | -27.5% | -18.1% | -9.4% | -26.1% |
| 1Y | -33.6% | -25.1% | -8.5% | -32.1% |
| 3Y | -20.4% | -16.3% | -4.1% | -24.1% |
| 5Y | -19.6% | -70.4% | +50.8% | -10.6% |
| All | +207.9% | -77.1% | +285.0% | +361.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling