+195.8%
PDD vs PSLV
+178.3%
+17.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.4% |
| 7D | -4.9% | -6.3% | +1.4% | -3.5% |
| 30D | -3.0% | -12.7% | +9.6% | -0.1% |
| 3M | -6.2% | -24.7% | +18.6% | -0.2% |
| 6M | -20.7% | -44.6% | +23.9% | -9.5% |
| YTD | -30.4% | -33.3% | +2.9% | -27.9% |
| 1Y | -41.3% | -8.6% | -32.7% | -45.2% |
| 3Y | -27.7% | +108.2% | -135.9% | -49.8% |
| 5Y | -16.9% | +79.1% | -96.0% | -40.3% |
| All | +195.8% | +178.3% | +17.5% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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