-27.2%
PDD vs STZ
-34.1%
+6.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.0% | +5.3% | -6.3% | -2.0% |
| 30D | -2.4% | +19.6% | -22.0% | -5.9% |
| 3M | -14.6% | +10.0% | -24.6% | -16.5% |
| 6M | -19.6% | -0.3% | -19.4% | -19.8% |
| YTD | -30.0% | +8.6% | -38.5% | -32.4% |
| 1Y | -42.5% | +16.6% | -59.1% | -45.8% |
| 3Y | -27.2% | -34.8% | +7.6% | -17.7% |
| All | -27.2% | -34.1% | +6.9% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling