+201.5%
PDD vs STZ
-21.3%
+222.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.5% |
| 7D | -1.4% | +3.4% | -4.9% | -2.1% |
| 30D | -1.0% | +19.6% | -20.6% | -4.6% |
| 3M | -12.3% | +8.0% | -20.3% | -13.9% |
| 6M | -18.5% | -0.3% | -18.2% | -18.8% |
| YTD | -29.0% | +8.6% | -37.6% | -31.0% |
| 1Y | -40.7% | +17.3% | -58.0% | -43.4% |
| 3Y | -25.7% | -34.7% | +9.0% | -19.8% |
| 5Y | -3.3% | -27.6% | +24.3% | +1.9% |
| All | +201.5% | -21.3% | +222.8% | +223.3% |
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