-0.3%
PDD vs STLD
+255.4%
-255.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | +5.6% | -11.1% | +16.7% | +8.7% |
| 30D | +5.8% | -4.8% | +10.6% | +6.8% |
| 3M | -8.6% | -14.6% | +5.9% | -5.4% |
| 6M | -18.8% | -7.4% | -11.4% | -18.6% |
| YTD | -26.8% | +32.6% | -59.3% | -34.7% |
| 1Y | -39.3% | +47.3% | -86.6% | -47.7% |
| 3Y | -22.5% | +107.5% | -130.0% | -42.9% |
| All | -0.3% | +255.4% | -255.6% | -42.1% |
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