-22.5%
PDD vs STRL
+233.5%
-256.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.1% |
| 7D | +5.6% | -26.9% | +32.5% | +6.0% |
| 30D | +5.8% | -52.7% | +58.4% | +7.2% |
| 3M | -8.6% | -52.8% | +44.2% | -7.4% |
| 6M | -18.8% | -71.5% | +52.6% | -16.7% |
| YTD | -26.8% | -17.4% | -9.3% | -29.5% |
| 1Y | -39.3% | -35.0% | -4.3% | -41.0% |
| 3Y | -22.5% | +239.2% | -261.7% | -25.1% |
| All | -22.5% | +233.5% | -256.0% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling