+981.0%
STX vs PDD
+213.3%
+767.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -28.5% | +5.6% | -34.1% | -29.0% |
| 30D | -42.9% | +5.8% | -48.7% | -43.3% |
| 3M | -45.9% | -8.6% | -37.3% | -45.5% |
| 6M | -41.3% | -18.8% | -22.4% | -40.3% |
| YTD | +67.9% | -26.8% | +94.7% | +72.4% |
| 1Y | +66.5% | -39.3% | +105.8% | +74.4% |
| 3Y | +588.0% | -22.5% | +610.5% | +587.8% |
| 5Y | +449.1% | -0.8% | +449.8% | +409.7% |
| All | +981.0% | +213.3% | +767.7% | +677.5% |
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