+0.3%
PDD vs STRL
+788.2%
-787.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -13.9% | +16.1% | +3.2% |
| 7D | +5.9% | -34.6% | +40.5% | +9.0% |
| 30D | +7.1% | -56.7% | +63.7% | +14.0% |
| 3M | -7.7% | -54.4% | +46.7% | -2.5% |
| 6M | -13.2% | -69.7% | +56.5% | -6.0% |
| YTD | -26.0% | -20.2% | -5.8% | -31.0% |
| 1Y | -38.4% | -40.6% | +2.1% | -40.4% |
| 3Y | -21.1% | +221.7% | -242.8% | -49.1% |
| 5Y | +0.3% | +799.0% | -798.6% | -62.5% |
| All | +0.3% | +788.2% | -787.9% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling