+1,138.8%
STX vs PDD
+198.0%
+940.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -4.9% | -3.3% |
| 7D | +14.6% | -4.9% | +19.5% | +15.1% |
| 30D | -26.0% | -3.0% | -22.9% | -25.9% |
| 3M | -42.6% | -6.2% | -36.4% | -42.4% |
| 6M | -35.3% | -20.7% | -14.6% | -34.1% |
| YTD | +92.5% | -30.4% | +122.8% | +98.5% |
| 1Y | +102.4% | -41.3% | +143.7% | +112.5% |
| 3Y | +673.8% | -27.7% | +701.5% | +678.7% |
| 5Y | +463.1% | -16.9% | +479.9% | +431.4% |
| All | +1,138.8% | +198.0% | +940.8% | +795.1% |
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