+503.8%
APP vs PDD
-42.5%
+546.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.9% | -2.3% |
| 7D | +10.6% | -7.6% | +18.2% | +12.7% |
| 30D | +44.6% | -5.4% | +50.0% | +46.8% |
| 3M | +29.6% | -12.9% | +42.5% | +34.2% |
| 6M | -19.8% | -19.0% | -0.8% | -15.9% |
| YTD | -41.6% | -31.6% | -9.9% | -36.1% |
| 1Y | -32.7% | -43.0% | +10.3% | -23.1% |
| 3Y | +799.0% | -28.9% | +827.9% | +813.6% |
| 5Y | +250.4% | -18.4% | +268.8% | +203.9% |
| All | +503.8% | -42.5% | +546.3% | +448.0% |
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 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