-18.7%
PDD vs APA
+5.6%
-24.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.9% |
| 7D | -4.1% | +0.5% | -4.6% | -4.1% |
| 30D | -9.6% | +23.4% | -33.0% | -11.0% |
| 3M | -4.3% | +12.7% | -17.0% | -5.1% |
| 6M | -18.8% | +39.4% | -58.2% | -22.0% |
| YTD | -27.5% | +79.0% | -106.4% | -32.7% |
| 1Y | -33.6% | +88.8% | -122.5% | -39.1% |
| All | -18.7% | +5.6% | -24.3% | -25.4% |
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