+528.8%
APP vs PDD
-40.3%
+569.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.0% | +7.8% | +5.6% |
| 7D | +79.2% | -1.4% | +80.6% | +79.9% |
| 30D | +48.0% | -1.0% | +49.0% | +48.5% |
| 3M | +18.2% | -12.3% | +30.5% | +22.2% |
| 6M | -12.5% | -18.5% | +6.0% | -8.5% |
| YTD | -39.2% | -29.0% | -10.1% | -34.1% |
| 1Y | -33.9% | -40.7% | +6.8% | -25.1% |
| 3Y | +933.3% | -25.7% | +959.0% | +938.3% |
| 5Y | +295.9% | -3.3% | +299.2% | +231.2% |
| All | +528.8% | -40.3% | +569.1% | +465.2% |
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