-18.7%
PDD vs APD
+9.1%
-27.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -4.1% | -2.2% | -1.8% | -3.7% |
| 30D | -9.6% | +2.1% | -11.7% | -10.0% |
| 3M | -4.3% | +7.2% | -11.4% | -5.7% |
| 6M | -18.8% | +11.2% | -30.0% | -20.6% |
| YTD | -27.5% | +24.4% | -51.9% | -30.8% |
| 1Y | -33.6% | +6.7% | -40.3% | -34.6% |
| All | -18.7% | +9.1% | -27.8% | -22.4% |
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