+446.2%
APP vs PDD
-37.7%
+483.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +2.2% | +28.8% | +30.5% |
| 7D | +39.7% | +5.9% | +33.8% | +37.9% |
| 30D | +27.7% | +7.1% | +20.7% | +25.7% |
| 3M | -14.8% | -7.7% | -7.1% | -13.0% |
| 6M | -25.5% | -13.2% | -12.3% | -23.3% |
| YTD | -47.2% | -26.0% | -21.2% | -43.3% |
| 1Y | -42.3% | -38.4% | -3.9% | -35.3% |
| 3Y | +806.8% | -21.1% | +827.9% | +798.1% |
| 5Y | +261.6% | +0.3% | +261.3% | +199.9% |
| All | +446.2% | -37.7% | +483.9% | +386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling