-14.5%
PDD vs STLA
-71.6%
+57.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.3% | -0.1% |
| 7D | -1.0% | -4.9% | +4.0% | +0.7% |
| 30D | -2.4% | -4.9% | +2.5% | -1.2% |
| 3M | -14.6% | -23.7% | +9.0% | -7.1% |
| 6M | -19.6% | -45.0% | +25.3% | -2.1% |
| YTD | -30.0% | -60.9% | +30.9% | -4.8% |
| 1Y | -42.5% | -58.9% | +16.4% | -24.1% |
| 3Y | -27.2% | -74.4% | +47.3% | +13.6% |
| All | -14.5% | -71.6% | +57.0% | +10.5% |
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 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