-21.6%
PDD vs STRL
+222.3%
-244.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -13.9% | +16.1% | +2.4% |
| 7D | +5.9% | -34.6% | +40.5% | +6.5% |
| 30D | +7.1% | -56.7% | +63.7% | +8.7% |
| 3M | -7.7% | -54.4% | +46.7% | -6.5% |
| 6M | -13.2% | -69.7% | +56.5% | -11.4% |
| YTD | -26.0% | -20.2% | -5.8% | -28.7% |
| 1Y | -38.4% | -40.6% | +2.1% | -40.0% |
| All | -21.6% | +222.3% | -244.0% | -24.3% |
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 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