+647.2%
APH vs PDD
+210.2%
+437.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +5.0% | -4.1% | +9.0% | +5.3% |
| 30D | -3.9% | -9.6% | +5.7% | -3.0% |
| 3M | +13.0% | -4.3% | +17.2% | +13.3% |
| 6M | +25.2% | -18.8% | +43.9% | +27.2% |
| YTD | +22.9% | -27.5% | +50.4% | +26.2% |
| 1Y | +47.8% | -33.6% | +81.5% | +52.9% |
| 3Y | +283.0% | -20.4% | +303.4% | +281.4% |
| 5Y | +349.7% | -19.6% | +369.2% | +324.0% |
| All | +647.2% | +210.2% | +437.0% | +467.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling