+95.4%
STM vs PDD
-43.8%
+139.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | +16.3% | -7.6% | +23.9% | +18.1% |
| 30D | -6.3% | -5.4% | -0.9% | -5.5% |
| 3M | -14.1% | -12.9% | -1.2% | -11.2% |
| 6M | -19.6% | -19.0% | -0.6% | -12.0% |
| YTD | +80.1% | -31.6% | +111.8% | +113.9% |
| 1Y | +95.4% | -43.0% | +138.4% | +158.9% |
| All | +95.4% | -43.8% | +139.1% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling