+207.9%
PDD vs APD
+130.1%
+77.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -4.1% | -2.2% | -1.8% | -3.3% |
| 30D | -9.6% | +2.1% | -11.7% | -10.3% |
| 3M | -4.3% | +7.2% | -11.4% | -6.9% |
| 6M | -18.8% | +11.2% | -30.0% | -22.2% |
| YTD | -27.5% | +24.4% | -51.9% | -33.4% |
| 1Y | -33.6% | +6.7% | -40.3% | -35.9% |
| 3Y | -20.4% | +9.2% | -29.7% | -25.7% |
| 5Y | -19.6% | +27.4% | -46.9% | -30.6% |
| All | +207.9% | +130.1% | +77.8% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling