+152.9%
STM vs PDD
+210.2%
-57.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +5.8% | -4.1% | +9.9% | +6.6% |
| 30D | -1.0% | -9.6% | +8.6% | +0.9% |
| 3M | -33.3% | -4.3% | -29.0% | -33.0% |
| 6M | +57.4% | -18.8% | +76.1% | +63.1% |
| YTD | +102.2% | -27.5% | +129.7% | +114.4% |
| 1Y | +99.6% | -33.6% | +133.2% | +115.1% |
| 3Y | +14.5% | -20.4% | +34.9% | +14.6% |
| 5Y | +21.4% | -19.6% | +41.0% | +9.0% |
| All | +152.9% | +210.2% | -57.4% | +42.5% |
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