-3.3%
PDD vs APD
+12.1%
-15.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.1% | -3.8% |
| 7D | -1.4% | -1.6% | +0.1% | -0.9% |
| 30D | -1.0% | +10.6% | -11.6% | -5.0% |
| 3M | -12.3% | +2.5% | -14.8% | -13.3% |
| 6M | -18.5% | +6.0% | -24.5% | -20.8% |
| YTD | -29.0% | +28.4% | -57.4% | -36.7% |
| 1Y | -40.7% | +22.2% | -62.9% | -46.2% |
| 3Y | -25.7% | +26.6% | -52.3% | -36.3% |
| 5Y | -3.3% | +11.8% | -15.1% | -20.3% |
| All | -3.3% | +12.1% | -15.4% | -20.3% |
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