+190.4%
PDD vs STRL
+2,179.7%
-1,989.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.8% |
| 7D | -7.6% | +23.4% | -31.1% | -9.4% |
| 30D | -5.4% | -39.5% | +34.1% | -1.7% |
| 3M | -12.9% | -45.1% | +32.1% | -9.0% |
| 6M | -19.0% | -64.6% | +45.6% | -12.7% |
| YTD | -31.6% | -1.5% | -30.1% | -36.4% |
| 1Y | -43.0% | -20.8% | -22.2% | -45.7% |
| 3Y | -28.9% | +353.1% | -382.0% | -50.0% |
| 5Y | -18.4% | +942.9% | -961.3% | -52.1% |
| All | +190.4% | +2,179.7% | -1,989.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling