+619.8%
APH vs PDD
+192.6%
+427.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | +11.1% | -7.6% | +18.8% | +11.9% |
| 30D | -7.3% | -5.4% | -1.9% | -6.9% |
| 3M | -6.2% | -12.9% | +6.8% | -5.1% |
| 6M | +24.9% | -19.0% | +43.9% | +26.8% |
| YTD | +18.4% | -31.6% | +50.1% | +22.1% |
| 1Y | +13.0% | -43.0% | +56.0% | +18.3% |
| 3Y | +276.4% | -28.9% | +305.3% | +278.4% |
| 5Y | +296.4% | -18.4% | +314.8% | +273.7% |
| All | +619.8% | +192.6% | +427.2% | +448.7% |
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