+190.4%
PDD vs STT
+156.5%
+33.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -7.6% | +5.1% | -12.8% | -9.2% |
| 30D | -5.4% | -0.2% | -5.2% | -5.5% |
| 3M | -12.9% | -8.1% | -4.8% | -10.9% |
| 6M | -19.0% | +16.6% | -35.7% | -23.6% |
| YTD | -31.6% | +37.8% | -69.5% | -39.1% |
| 1Y | -43.0% | +46.8% | -89.8% | -50.4% |
| 3Y | -28.9% | +181.2% | -210.1% | -50.9% |
| 5Y | -18.4% | +105.1% | -123.5% | -39.1% |
| All | +190.4% | +156.5% | +33.9% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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