-22.5%
PDD vs APD
+11.7%
-34.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +5.6% | -3.7% | +9.3% | +6.3% |
| 30D | +5.8% | +9.6% | -3.8% | +4.0% |
| 3M | -8.6% | +1.6% | -10.2% | -9.0% |
| 6M | -18.8% | +2.2% | -21.0% | -19.3% |
| YTD | -26.8% | +25.9% | -52.6% | -30.2% |
| 1Y | -39.3% | +20.1% | -59.4% | -41.6% |
| 3Y | -22.5% | +12.4% | -34.9% | -27.0% |
| All | -22.5% | +11.7% | -34.2% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling