-23.7%
PDD vs STT
+145.1%
-168.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -4.1% | +0.5% | -4.5% | -4.3% |
| 30D | -9.6% | +3.9% | -13.5% | -11.3% |
| 3M | -4.3% | +20.0% | -24.2% | -12.6% |
| 6M | -18.8% | +55.3% | -74.1% | -34.6% |
| YTD | -27.5% | +53.3% | -80.8% | -41.5% |
| 1Y | -33.6% | +74.7% | -108.3% | -49.9% |
| 3Y | -20.4% | +205.8% | -226.2% | -56.6% |
| All | -23.7% | +145.1% | -168.8% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling