+207.7%
PDD vs STLD
+476.1%
-268.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +3.2% |
| 7D | +6.0% | -3.9% | +10.0% | +7.1% |
| 30D | +5.5% | -0.4% | +5.8% | +5.5% |
| 3M | -9.8% | -9.2% | -0.5% | -8.1% |
| 6M | -16.0% | +5.0% | -21.0% | -18.2% |
| YTD | -27.6% | +42.8% | -70.4% | -35.3% |
| 1Y | -38.6% | +60.1% | -98.7% | -46.9% |
| 3Y | -22.8% | +123.5% | -146.3% | -40.7% |
| 5Y | -5.2% | +302.0% | -307.2% | -39.0% |
| All | +207.7% | +476.1% | -268.4% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling