+483.8%
STX vs PDD
-5.9%
+489.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.4% |
| 6M | -35.8% | -19.6% | -16.2% | -34.6% |
| YTD | +82.7% | -30.0% | +112.7% | +89.0% |
| 1Y | +71.6% | -42.5% | +114.1% | +81.5% |
| 3Y | +635.3% | -27.2% | +662.5% | +640.2% |
| 5Y | +483.8% | -8.2% | +492.0% | +488.4% |
| All | +483.8% | -5.9% | +489.6% | +488.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling