+607.2%
APH vs PDD
+198.0%
+409.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.9% |
| 7D | +4.9% | -4.9% | +9.8% | +5.3% |
| 30D | -5.4% | -3.0% | -2.3% | -5.2% |
| 3M | -5.5% | -6.2% | +0.7% | -5.1% |
| 6M | +25.9% | -20.7% | +46.6% | +28.1% |
| YTD | +16.4% | -30.4% | +46.7% | +19.7% |
| 1Y | +16.5% | -41.3% | +57.8% | +21.6% |
| 3Y | +270.9% | -27.7% | +298.6% | +272.3% |
| 5Y | +289.5% | -16.9% | +306.4% | +266.5% |
| All | +607.2% | +198.0% | +409.2% | +438.2% |
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