+93.7%
STM vs PDD
+216.8%
-123.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +2.2% | -14.6% | -12.8% |
| 7D | -20.1% | +5.9% | -26.0% | -21.1% |
| 30D | -32.0% | +7.1% | -39.0% | -33.0% |
| 3M | -24.2% | -7.7% | -16.5% | -23.2% |
| 6M | -29.9% | -13.2% | -16.7% | -28.5% |
| YTD | +54.9% | -26.0% | +80.9% | +63.2% |
| 1Y | +68.0% | -38.4% | +106.4% | +83.3% |
| 3Y | -0.1% | -21.1% | +21.0% | -0.1% |
| 5Y | -17.9% | +0.3% | -18.2% | -29.3% |
| All | +93.7% | +216.8% | -123.1% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling