-22.5%
PDD vs STT
+165.4%
-187.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +5.6% | -2.5% | +8.1% | +6.2% |
| 30D | +5.8% | -5.0% | +10.7% | +7.0% |
| 3M | -8.6% | -10.5% | +1.9% | -6.3% |
| 6M | -18.8% | +10.0% | -28.9% | -22.0% |
| YTD | -26.8% | +30.7% | -57.5% | -33.4% |
| 1Y | -39.3% | +43.8% | -83.0% | -46.3% |
| 3Y | -22.5% | +168.1% | -190.6% | -44.0% |
| All | -22.5% | +165.4% | -187.8% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling