+190.4%
PDD vs APA
+29.5%
+160.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.8% | -2.1% |
| 7D | -7.6% | +9.6% | -17.3% | -8.8% |
| 30D | -5.4% | -0.2% | -5.2% | -5.6% |
| 3M | -12.9% | +19.8% | -32.8% | -15.4% |
| 6M | -19.0% | +30.1% | -49.1% | -22.5% |
| YTD | -31.6% | +100.4% | -132.0% | -39.3% |
| 1Y | -43.0% | +105.2% | -148.2% | -49.7% |
| 3Y | -28.9% | +44.6% | -73.5% | -35.7% |
| 5Y | -18.4% | +88.8% | -107.2% | -29.3% |
| All | +190.4% | +29.5% | +160.9% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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