-23.7%
PDD vs APTV
-67.9%
+44.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.3% | -0.7% |
| 7D | -4.1% | +4.8% | -8.9% | -6.2% |
| 30D | -9.6% | +2.0% | -11.6% | -10.7% |
| 3M | -4.3% | -34.2% | +30.0% | +14.3% |
| 6M | -18.8% | -34.7% | +15.9% | -4.5% |
| YTD | -27.5% | -37.0% | +9.5% | -13.9% |
| 1Y | -33.6% | -40.4% | +6.8% | -19.1% |
| 3Y | -20.4% | -54.1% | +33.7% | +8.7% |
| All | -23.7% | -67.9% | +44.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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