-18.4%
PDD vs STZ
-29.2%
+10.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -7.6% | 0.0% | -7.7% | -7.7% |
| 30D | -5.4% | +14.7% | -20.1% | -8.3% |
| 3M | -12.9% | +8.8% | -21.7% | -14.8% |
| 6M | -19.0% | +3.1% | -22.1% | -19.9% |
| YTD | -31.6% | +7.9% | -39.5% | -33.9% |
| 1Y | -43.0% | +14.2% | -57.2% | -45.9% |
| 3Y | -28.9% | -35.2% | +6.3% | -20.6% |
| 5Y | -18.4% | -29.6% | +11.2% | -20.1% |
| All | -18.4% | -29.2% | +10.8% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling