+614.3%
APH vs PDD
+210.0%
+404.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.5% | -8.6% | -6.4% |
| 7D | -2.4% | +6.0% | -8.4% | -3.0% |
| 30D | -9.5% | +5.5% | -14.9% | -9.9% |
| 3M | -7.6% | -9.8% | +2.1% | -6.9% |
| 6M | +12.4% | -16.0% | +28.4% | +13.8% |
| YTD | +17.5% | -27.6% | +45.1% | +20.6% |
| 1Y | +16.4% | -38.6% | +55.0% | +21.2% |
| 3Y | +281.6% | -22.8% | +304.4% | +281.1% |
| 5Y | +317.7% | -5.2% | +323.0% | +288.6% |
| All | +614.3% | +210.0% | +404.3% | +442.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling