-16.0%
PDD vs STLD
+5.3%
-21.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +2.0% |
| 7D | +6.0% | -3.9% | +10.0% | +5.5% |
| 30D | +5.5% | -0.4% | +5.8% | +5.4% |
| 3M | -9.8% | -9.2% | -0.5% | -11.1% |
| 6M | -16.0% | +5.0% | -21.0% | -15.1% |
| All | -16.0% | +5.3% | -21.3% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling