+198.7%
PDD vs AKAM
+32.8%
+165.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | -13.1% | -4.5% | -8.6% | -12.4% |
| 3M | -3.5% | -25.6% | +22.1% | +3.5% |
| 6M | -21.8% | +5.7% | -27.5% | -26.5% |
| YTD | -29.7% | +21.0% | -50.7% | -38.1% |
| 1Y | -36.2% | +33.9% | -70.1% | -46.3% |
| 3Y | -16.4% | +0.9% | -17.2% | -24.9% |
| 5Y | -23.8% | -6.9% | -17.0% | -29.9% |
| All | +198.7% | +32.8% | +165.8% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling