-27.7%
PDD vs APA
+40.8%
-68.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.7% |
| 7D | -3.8% | +5.1% | -8.9% | -4.1% |
| 30D | -2.4% | +0.3% | -2.7% | -2.5% |
| 3M | -12.7% | +15.6% | -28.3% | -13.8% |
| 6M | -20.0% | +28.9% | -48.9% | -21.7% |
| YTD | -30.3% | +96.6% | -126.9% | -36.1% |
| 1Y | -42.4% | +95.5% | -137.9% | -47.2% |
| All | -27.7% | +40.8% | -68.5% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling