+0.3%
PDD vs STLD
+268.5%
-268.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.6% | +9.8% | +4.1% |
| 7D | +5.9% | -12.5% | +18.4% | +9.4% |
| 30D | +7.1% | -6.8% | +13.9% | +8.8% |
| 3M | -7.7% | -16.4% | +8.7% | -3.9% |
| 6M | -13.2% | -6.1% | -7.1% | -13.4% |
| YTD | -26.0% | +32.0% | -57.9% | -33.9% |
| 1Y | -38.4% | +45.5% | -83.9% | -46.7% |
| 3Y | -21.1% | +106.5% | -127.6% | -41.7% |
| 5Y | +0.3% | +267.2% | -266.8% | -44.6% |
| All | +0.3% | +268.5% | -268.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling