-39.3%
PDD vs STLD
+45.5%
-84.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.1% |
| 7D | +5.6% | -11.1% | +16.7% | +5.6% |
| 30D | +5.8% | -4.8% | +10.6% | +5.7% |
| 3M | -8.6% | -14.6% | +5.9% | -8.3% |
| 6M | -18.8% | -7.4% | -11.4% | -19.4% |
| YTD | -26.8% | +32.6% | -59.3% | -33.3% |
| 1Y | -39.3% | +47.3% | -86.6% | -46.3% |
| All | -39.3% | +45.5% | -84.7% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling