+0.3%
PDD vs APD
+15.3%
-14.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +3.3% |
| 7D | +5.9% | -0.7% | +6.6% | +6.1% |
| 30D | +7.1% | +10.1% | -3.1% | +3.1% |
| 3M | -7.7% | +4.9% | -12.6% | -9.6% |
| 6M | -13.2% | +2.5% | -15.7% | -14.5% |
| YTD | -26.0% | +27.8% | -53.7% | -33.8% |
| 1Y | -38.4% | +32.9% | -71.3% | -46.3% |
| 3Y | -21.1% | +13.4% | -34.5% | -28.2% |
| 5Y | +0.3% | +12.8% | -12.5% | -24.2% |
| All | +0.3% | +15.3% | -14.9% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling