-39.3%
PDD vs STT
+44.2%
-83.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +5.6% | -2.5% | +8.1% | +5.9% |
| 30D | +5.8% | -5.0% | +10.7% | +6.5% |
| 3M | -8.6% | -10.5% | +1.9% | -7.2% |
| 6M | -18.8% | +10.0% | -28.9% | -23.2% |
| YTD | -26.8% | +30.7% | -57.5% | -35.8% |
| 1Y | -39.3% | +43.8% | -83.0% | -49.0% |
| All | -39.3% | +44.2% | -83.5% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling