-23.7%
PDD vs APA
+156.4%
-180.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.3% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | -9.6% | +23.4% | -33.0% | -13.4% |
| 3M | -4.3% | +12.7% | -17.0% | -7.0% |
| 6M | -18.8% | +39.4% | -58.2% | -25.7% |
| YTD | -27.5% | +79.0% | -106.4% | -37.9% |
| 1Y | -33.6% | +88.8% | -122.5% | -44.3% |
| 3Y | -20.4% | +6.4% | -26.8% | -24.4% |
| All | -23.7% | +156.4% | -180.1% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling