+662.3%
AAPL vs PDD
+199.6%
+462.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.5% |
| 7D | +5.0% | -1.0% | +6.0% | +5.1% |
| 30D | +3.5% | -2.4% | +5.9% | +3.8% |
| 3M | +13.1% | -14.6% | +27.7% | +15.1% |
| 6M | +19.0% | -19.6% | +38.6% | +21.8% |
| YTD | +28.5% | -30.0% | +58.5% | +33.5% |
| 1Y | +29.7% | -42.5% | +72.2% | +37.9% |
| 3Y | +89.2% | -27.2% | +116.4% | +89.9% |
| 5Y | +141.2% | -8.2% | +149.4% | +118.6% |
| All | +662.3% | +199.6% | +462.7% | +406.5% |
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