+994.0%
STX vs PDD
+216.8%
+777.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +2.2% | -18.4% | -16.5% |
| 7D | -33.4% | +5.9% | -39.3% | -33.9% |
| 30D | -42.1% | +7.1% | -49.2% | -42.6% |
| 3M | -44.3% | -7.7% | -36.6% | -43.9% |
| 6M | -39.4% | -13.2% | -26.2% | -38.9% |
| YTD | +70.0% | -26.0% | +95.9% | +74.3% |
| 1Y | +70.2% | -38.4% | +108.6% | +77.9% |
| 3Y | +585.2% | -21.1% | +606.3% | +583.8% |
| 5Y | +455.7% | +0.3% | +455.3% | +415.3% |
| All | +994.0% | +216.8% | +777.2% | +686.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling