+316.8%
APP vs PDD
-39.1%
+355.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +10.1% |
| 7D | +4.5% | +6.0% | -1.5% | +3.0% |
| 30D | -3.6% | +5.5% | -9.1% | -4.9% |
| 3M | -35.3% | -9.8% | -25.5% | -33.6% |
| 6M | -42.8% | -16.0% | -26.8% | -40.7% |
| YTD | -59.7% | -27.6% | -32.1% | -56.6% |
| 1Y | -55.4% | -38.6% | -16.7% | -49.9% |
| 3Y | +592.0% | -22.8% | +614.8% | +588.3% |
| 5Y | +175.7% | -5.2% | +181.0% | +131.1% |
| All | +316.8% | -39.1% | +355.9% | +272.5% |
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