+214.4%
PDD vs STLA
-51.4%
+265.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +3.7% |
| 7D | +5.9% | -5.5% | +11.4% | +7.9% |
| 30D | +7.1% | -3.7% | +10.8% | +7.8% |
| 3M | -7.7% | -21.1% | +13.5% | -1.1% |
| 6M | -13.2% | -38.3% | +25.1% | +0.4% |
| YTD | -26.0% | -59.2% | +33.3% | -2.9% |
| 1Y | -38.4% | -56.7% | +18.3% | -21.6% |
| 3Y | -21.1% | -74.3% | +53.2% | +17.6% |
| 5Y | +0.3% | -70.2% | +70.6% | +34.2% |
| All | +214.4% | -51.4% | +265.8% | +261.8% |
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