+1,178.4%
STX vs PDD
+192.6%
+985.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | +16.8% | -7.6% | +24.5% | +17.7% |
| 30D | -27.0% | -5.4% | -21.6% | -26.8% |
| 3M | -37.9% | -12.9% | -24.9% | -37.2% |
| 6M | -32.5% | -19.0% | -13.5% | -31.4% |
| YTD | +98.6% | -31.6% | +130.2% | +105.2% |
| 1Y | +93.6% | -43.0% | +136.6% | +103.9% |
| 3Y | +699.1% | -28.9% | +728.0% | +705.5% |
| 5Y | +481.0% | -18.4% | +499.4% | +449.3% |
| All | +1,178.4% | +192.6% | +985.8% | +825.4% |
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 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