+500.0%
APP vs PDD
-38.4%
+538.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +11.0% | +10.1% |
| 7D | +71.2% | +5.6% | +65.6% | +69.0% |
| 30D | +39.1% | +5.8% | +33.3% | +37.3% |
| 3M | +16.5% | -8.6% | +25.2% | +19.3% |
| 6M | -16.6% | -18.8% | +2.3% | -12.6% |
| YTD | -41.9% | -26.8% | -15.2% | -37.6% |
| 1Y | -37.0% | -39.3% | +2.2% | -29.1% |
| 3Y | +892.4% | -22.5% | +914.9% | +887.1% |
| 5Y | +297.3% | -0.8% | +298.1% | +230.3% |
| All | +500.0% | -38.4% | +538.5% | +435.4% |
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