+198.7%
PDD vs STZ
-35.1%
+233.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.6% | -1.9% |
| 7D | -4.1% | -7.4% | +3.3% | -2.6% |
| 30D | -13.1% | -10.9% | -2.2% | -11.2% |
| 3M | -3.5% | -13.4% | +10.0% | -0.9% |
| 6M | -21.8% | -16.2% | -5.6% | -19.4% |
| YTD | -29.7% | -10.4% | -19.2% | -28.8% |
| 1Y | -36.2% | -14.8% | -21.4% | -34.9% |
| 3Y | -16.4% | -50.1% | +33.8% | -4.6% |
| 5Y | -23.8% | -38.8% | +15.0% | -16.8% |
| All | +198.7% | -35.1% | +233.8% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling