+201.5%
PDD vs STT
+152.3%
+49.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.3% | -4.1% |
| 7D | -1.4% | +0.9% | -2.4% | -1.9% |
| 30D | -1.0% | -2.3% | +1.3% | -0.5% |
| 3M | -12.3% | -7.0% | -5.3% | -10.6% |
| 6M | -18.5% | +15.5% | -34.0% | -22.9% |
| YTD | -29.0% | +35.6% | -64.6% | -36.5% |
| 1Y | -40.7% | +47.9% | -88.6% | -48.5% |
| 3Y | -25.7% | +181.1% | -206.8% | -48.7% |
| 5Y | -3.3% | +108.2% | -111.5% | -28.0% |
| All | +201.5% | +152.3% | +49.2% | +149.3% |
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