+122.9%
APH vs PDD
-22.7%
+145.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.1% | -45.7% | -47.6% |
| 7D | -48.7% | -2.9% | -45.8% | -48.5% |
| 30D | -51.9% | -9.6% | -42.3% | -51.4% |
| 3M | -43.6% | -4.3% | -39.3% | -43.3% |
| 6M | -37.5% | -18.8% | -18.8% | -36.4% |
| YTD | -38.6% | -27.5% | -11.1% | -36.9% |
| 1Y | -26.3% | -33.6% | +7.3% | -23.6% |
| 3Y | +89.2% | -20.4% | +109.6% | +88.9% |
| All | +122.9% | -22.7% | +145.5% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling