+333.0%
APP vs PDD
-22.7%
+355.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +0.9% | -4.1% | +4.9% | +2.0% |
| 30D | -23.3% | -9.6% | -13.7% | -21.3% |
| 3M | -42.6% | -4.3% | -38.4% | -42.0% |
| 6M | -33.6% | -18.8% | -14.8% | -30.5% |
| YTD | -52.4% | -27.5% | -24.9% | -48.7% |
| 1Y | -35.9% | -33.6% | -2.3% | -29.3% |
| 3Y | +642.2% | -20.4% | +662.6% | +628.7% |
| All | +333.0% | -22.7% | +355.6% | +340.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling