-23.7%
PDD vs APD
+27.6%
-51.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -4.1% | -2.2% | -1.8% | -3.3% |
| 30D | -9.6% | +2.1% | -11.7% | -10.4% |
| 3M | -4.3% | +7.2% | -11.4% | -7.3% |
| 6M | -18.8% | +11.2% | -30.0% | -22.6% |
| YTD | -27.5% | +24.4% | -51.9% | -34.3% |
| 1Y | -33.6% | +6.7% | -40.3% | -36.0% |
| 3Y | -20.4% | +9.2% | -29.7% | -26.2% |
| All | -23.7% | +27.6% | -51.3% | -48.9% |
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