+527.5%
APP vs PDD
-41.4%
+568.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.1% | +3.4% |
| 7D | +4.6% | -4.9% | +9.5% | +5.9% |
| 30D | +56.0% | -3.0% | +59.1% | +57.4% |
| 3M | +30.8% | -6.2% | +37.0% | +33.1% |
| 6M | -9.8% | -20.7% | +10.9% | -4.9% |
| YTD | -39.3% | -30.4% | -8.9% | -33.9% |
| 1Y | -26.4% | -41.3% | +14.8% | -16.6% |
| 3Y | +887.9% | -27.7% | +915.6% | +899.9% |
| 5Y | +264.1% | -16.9% | +281.0% | +214.3% |
| All | +527.5% | -41.4% | +568.9% | +466.9% |
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