+214.4%
PDD vs STT
+142.7%
+71.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.7% | +6.9% | +3.7% |
| 7D | +5.9% | -4.9% | +10.8% | +7.5% |
| 30D | +7.1% | -6.0% | +13.1% | +9.0% |
| 3M | -7.7% | -11.7% | +4.0% | -4.3% |
| 6M | -13.2% | +11.7% | -24.9% | -17.0% |
| YTD | -26.0% | +30.4% | -56.4% | -32.9% |
| 1Y | -38.4% | +43.9% | -82.4% | -46.0% |
| 3Y | -21.1% | +165.4% | -186.5% | -44.5% |
| 5Y | +0.3% | +101.0% | -100.7% | -24.4% |
| All | +214.4% | +142.7% | +71.7% | +163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling