+207.9%
PDD vs STLA
-39.2%
+247.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | -4.1% | +2.6% | -6.6% | -5.0% |
| 30D | -9.6% | -1.2% | -8.4% | -9.5% |
| 3M | -4.3% | -24.8% | +20.5% | +5.1% |
| 6M | -18.8% | -25.6% | +6.8% | -11.4% |
| YTD | -27.5% | -48.9% | +21.4% | -11.1% |
| 1Y | -33.6% | -38.8% | +5.1% | -25.5% |
| 3Y | -20.4% | -64.5% | +44.1% | +5.5% |
| 5Y | -19.6% | -62.4% | +42.9% | +0.2% |
| All | +207.9% | -39.2% | +247.1% | +231.0% |
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 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