+195.9%
PDD vs STLA
-55.0%
+250.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.7% |
| 7D | -3.8% | -11.6% | +7.8% | +0.2% |
| 30D | -2.4% | -6.2% | +3.8% | -0.8% |
| 3M | -12.7% | -24.6% | +11.9% | -5.1% |
| 6M | -20.0% | -44.9% | +24.9% | -3.7% |
| YTD | -30.3% | -62.3% | +31.9% | -6.2% |
| 1Y | -42.4% | -61.8% | +19.4% | -23.1% |
| 3Y | -27.5% | -75.3% | +47.8% | +9.0% |
| 5Y | -14.9% | -72.5% | +57.6% | +16.9% |
| All | +195.9% | -55.0% | +250.9% | +249.5% |
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