+207.9%
PDD vs PSLV
+282.7%
-74.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -4.1% | -0.6% | -3.4% | -4.0% |
| 30D | -9.6% | +7.3% | -16.9% | -11.3% |
| 3M | -4.3% | -7.4% | +3.1% | -3.0% |
| 6M | -18.8% | -20.3% | +1.5% | -15.0% |
| YTD | -27.5% | -8.2% | -19.3% | -30.1% |
| 1Y | -33.6% | +57.9% | -91.6% | -46.9% |
| 3Y | -20.4% | +162.1% | -182.5% | -47.1% |
| 5Y | -19.6% | +151.2% | -170.7% | -46.5% |
| All | +207.9% | +282.7% | -74.8% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling