+201.5%
PDD vs STRL
+2,097.1%
-1,895.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +15.0% | -18.0% | -4.3% |
| 7D | -1.4% | -13.3% | +11.9% | -0.8% |
| 30D | -1.0% | -43.3% | +42.3% | +3.4% |
| 3M | -12.3% | -46.9% | +34.6% | -8.1% |
| 6M | -18.5% | -65.6% | +47.1% | -11.9% |
| YTD | -29.0% | -5.1% | -23.9% | -33.7% |
| 1Y | -40.7% | -23.1% | -17.6% | -43.3% |
| 3Y | -25.7% | +346.8% | -372.5% | -47.8% |
| 5Y | -3.3% | +907.2% | -910.5% | -43.1% |
| All | +201.5% | +2,097.1% | -1,895.6% | +38.1% |
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