+547.6%
APH vs PDD
+216.8%
+330.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -9.5% |
| 7D | -12.7% | +5.9% | -18.6% | -13.2% |
| 30D | -19.2% | +7.1% | -26.2% | -19.7% |
| 3M | -16.7% | -7.7% | -9.0% | -16.2% |
| 6M | +5.1% | -13.2% | +18.4% | +6.1% |
| YTD | +6.6% | -26.0% | +32.5% | +9.1% |
| 1Y | +3.9% | -38.4% | +42.3% | +8.1% |
| 3Y | +246.0% | -21.1% | +267.1% | +244.8% |
| 5Y | +268.0% | +0.3% | +267.7% | +240.5% |
| All | +547.6% | +216.8% | +330.8% | +390.4% |
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 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