-27.2%
PDD vs STT
+180.5%
-207.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | -2.4% | -1.9% | -0.5% | -2.0% |
| 3M | -14.6% | -7.6% | -7.0% | -13.1% |
| 6M | -19.6% | +16.0% | -35.6% | -23.8% |
| YTD | -30.0% | +36.2% | -66.2% | -37.0% |
| 1Y | -42.5% | +46.8% | -89.3% | -49.4% |
| 3Y | -27.2% | +177.8% | -205.0% | -47.7% |
| All | -27.2% | +180.5% | -207.7% | -47.7% |
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