+197.4%
PDD vs APD
+140.0%
+57.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | -1.0% | -0.2% | -0.7% | -0.9% |
| 30D | -2.4% | +11.0% | -13.4% | -5.9% |
| 3M | -14.6% | +2.0% | -16.6% | -15.4% |
| 6M | -19.6% | +7.1% | -26.7% | -21.8% |
| YTD | -30.0% | +29.8% | -59.7% | -36.7% |
| 1Y | -42.5% | +24.0% | -66.6% | -47.4% |
| 3Y | -27.2% | +27.2% | -54.3% | -35.6% |
| 5Y | -8.2% | +12.8% | -21.0% | -18.1% |
| All | +197.4% | +140.0% | +57.3% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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