-18.7%
PDD vs STLD
+135.5%
-154.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -4.1% | +3.1% | -7.2% | -4.5% |
| 30D | -9.6% | -9.0% | -0.6% | -8.4% |
| 3M | -4.3% | -12.4% | +8.1% | -2.4% |
| 6M | -18.8% | +25.5% | -44.3% | -23.2% |
| YTD | -27.5% | +43.6% | -71.1% | -33.4% |
| 1Y | -33.6% | +87.2% | -120.8% | -42.3% |
| All | -18.7% | +135.5% | -154.2% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling