+1,076.3%
STX vs PDD
+199.6%
+876.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -17.3% | -1.0% | -16.3% | -17.3% |
| 30D | -35.9% | -2.4% | -33.5% | -35.9% |
| 3M | -37.3% | -14.6% | -22.7% | -36.5% |
| 6M | -35.8% | -19.6% | -16.2% | -34.7% |
| YTD | +82.7% | -30.0% | +112.7% | +88.4% |
| 1Y | +71.6% | -42.5% | +114.1% | +80.6% |
| 3Y | +635.3% | -27.2% | +662.5% | +639.5% |
| 5Y | +483.8% | -8.2% | +492.0% | +445.9% |
| All | +1,076.3% | +199.6% | +876.7% | +749.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling