+211.0%
PDD vs STLA
-51.5%
+262.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +5.6% | -4.5% | +10.1% | +7.2% |
| 30D | +5.8% | -3.9% | +9.7% | +6.6% |
| 3M | -8.6% | -20.2% | +11.6% | -2.5% |
| 6M | -18.8% | -42.2% | +23.3% | -3.9% |
| YTD | -26.8% | -59.3% | +32.5% | -3.8% |
| 1Y | -39.3% | -56.1% | +16.8% | -23.1% |
| 3Y | -22.5% | -73.7% | +51.2% | +14.1% |
| 5Y | -0.8% | -70.3% | +69.5% | +32.9% |
| All | +211.0% | -51.5% | +262.5% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling