-24.6%
PDD vs PSLV
+161.1%
-185.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.0% |
| 7D | -4.4% | +3.3% | -7.8% | -5.2% |
| 30D | -15.5% | +2.1% | -17.6% | -16.0% |
| 3M | -4.1% | +7.1% | -11.2% | -6.0% |
| 6M | -23.4% | -21.6% | -1.8% | -19.8% |
| YTD | -30.7% | -6.7% | -23.9% | -34.1% |
| 1Y | -37.6% | +59.3% | -96.9% | -51.6% |
| 3Y | -17.5% | +182.1% | -199.6% | -50.4% |
| 5Y | -24.6% | +162.6% | -187.2% | -53.5% |
| All | -24.6% | +161.1% | -185.7% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling