-13.6%
PDD vs STLA
-74.6%
+61.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | -4.9% | -13.8% | +8.9% | +0.1% |
| 30D | -3.0% | -10.5% | +7.5% | +0.2% |
| 3M | -6.2% | -28.9% | +22.7% | +4.4% |
| 6M | -20.7% | -49.7% | +29.0% | -0.5% |
| YTD | -30.4% | -64.9% | +34.6% | -1.7% |
| 1Y | -41.3% | -64.0% | +22.8% | -18.6% |
| 3Y | -27.7% | -77.4% | +49.7% | +18.4% |
| All | -13.6% | -74.6% | +61.0% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling