+1,086.9%
STX vs PDD
+203.8%
+883.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.0% | +12.8% | +10.1% |
| 7D | -14.8% | -1.4% | -13.3% | -14.7% |
| 30D | -35.4% | -1.0% | -34.3% | -35.4% |
| 3M | -37.7% | -12.3% | -25.4% | -37.0% |
| 6M | -35.2% | -18.5% | -16.7% | -34.2% |
| YTD | +84.4% | -29.0% | +113.4% | +89.9% |
| 1Y | +82.3% | -40.7% | +123.0% | +91.2% |
| 3Y | +646.2% | -25.7% | +671.9% | +649.0% |
| 5Y | +487.4% | -3.3% | +490.7% | +446.6% |
| All | +1,086.9% | +203.8% | +883.1% | +756.0% |
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