+211.0%
PDD vs STRL
+1,811.0%
-1,600.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.4% |
| 7D | +5.6% | -26.9% | +32.5% | +8.0% |
| 30D | +5.8% | -52.7% | +58.4% | +12.4% |
| 3M | -8.6% | -52.8% | +44.2% | -3.1% |
| 6M | -18.8% | -71.5% | +52.6% | -10.7% |
| YTD | -26.8% | -17.4% | -9.3% | -30.7% |
| 1Y | -39.3% | -35.0% | -4.3% | -41.0% |
| 3Y | -22.5% | +239.2% | -261.7% | -43.7% |
| 5Y | -0.8% | +830.2% | -830.9% | -41.2% |
| All | +211.0% | +1,811.0% | -1,600.0% | +44.3% |
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