+207.9%
PDD vs STRL
+3,577.2%
-3,369.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.0% | +0.2% |
| 7D | -4.1% | +3.4% | -7.5% | -4.4% |
| 30D | -9.6% | -9.2% | -0.4% | -8.9% |
| 3M | -4.3% | -51.0% | +46.8% | +1.8% |
| 6M | -18.8% | +15.8% | -34.5% | -23.6% |
| YTD | -27.5% | +58.9% | -86.4% | -34.8% |
| 1Y | -33.6% | +68.5% | -102.2% | -41.2% |
| 3Y | -20.4% | +485.2% | -505.6% | -44.1% |
| 5Y | -19.6% | +2,005.1% | -2,024.7% | -55.6% |
| All | +207.9% | +3,577.2% | -3,369.3% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling