+211.0%
PDD vs STZ
-23.2%
+234.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | +5.6% | +4.9% | +0.7% | +4.6% |
| 30D | +5.8% | +20.9% | -15.1% | +1.7% |
| 3M | -8.6% | +8.0% | -16.6% | -10.3% |
| 6M | -18.8% | -5.3% | -13.6% | -18.3% |
| YTD | -26.8% | +5.9% | -32.7% | -28.5% |
| 1Y | -39.3% | +14.2% | -53.5% | -41.7% |
| 3Y | -22.5% | -37.0% | +14.5% | -15.7% |
| 5Y | -0.8% | -29.7% | +28.9% | +5.2% |
| All | +211.0% | -23.2% | +234.2% | +235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling