+574.3%
APH vs PDD
+213.3%
+361.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.2% |
| 7D | -5.9% | +5.6% | -11.6% | -6.5% |
| 30D | -14.8% | +5.8% | -20.6% | -15.3% |
| 3M | -12.4% | -8.6% | -3.8% | -11.8% |
| 6M | +8.1% | -18.8% | +26.9% | +9.7% |
| YTD | +10.9% | -26.8% | +37.7% | +13.7% |
| 1Y | +8.8% | -39.3% | +48.0% | +13.3% |
| 3Y | +262.1% | -22.5% | +284.6% | +261.3% |
| 5Y | +283.1% | -0.8% | +283.9% | +254.9% |
| All | +574.3% | +213.3% | +361.0% | +411.1% |
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