-23.7%
PDD vs STLD
+292.4%
-316.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -4.1% | +3.1% | -7.2% | -4.9% |
| 30D | -9.6% | -9.0% | -0.6% | -7.6% |
| 3M | -4.3% | -12.4% | +8.1% | -1.5% |
| 6M | -18.8% | +25.5% | -44.3% | -25.3% |
| YTD | -27.5% | +43.6% | -71.1% | -36.2% |
| 1Y | -33.6% | +87.2% | -120.8% | -46.4% |
| 3Y | -20.4% | +135.2% | -155.6% | -42.9% |
| All | -23.7% | +292.4% | -316.1% | -57.2% |
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