-23.7%
PDD vs STZ
-33.3%
+9.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.1% | -1.9% | -2.1% | -3.6% |
| 30D | -9.6% | -1.9% | -7.7% | -9.4% |
| 3M | -4.3% | -6.2% | +2.0% | -3.2% |
| 6M | -18.8% | -14.0% | -4.7% | -16.3% |
| YTD | -27.5% | -5.1% | -22.4% | -27.8% |
| 1Y | -33.6% | -9.6% | -24.1% | -33.1% |
| 3Y | -20.4% | -47.2% | +26.8% | -6.0% |
| All | -23.7% | -33.3% | +9.6% | -20.9% |
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