+201.5%
PDD vs STLA
-51.6%
+253.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -1.4% | -6.4% | +4.9% | +0.7% |
| 30D | -1.0% | -1.3% | +0.3% | -1.2% |
| 3M | -12.3% | -19.9% | +7.7% | -6.5% |
| 6M | -18.5% | -42.9% | +24.4% | -3.0% |
| YTD | -29.0% | -59.4% | +30.4% | -6.7% |
| 1Y | -40.7% | -56.8% | +16.1% | -24.4% |
| 3Y | -25.7% | -73.1% | +47.4% | +8.3% |
| 5Y | -3.3% | -70.1% | +66.8% | +29.2% |
| All | +201.5% | -51.6% | +253.1% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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