+211.0%
PDD vs AVAV
+53.4%
+157.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.5% | -11.6% | -2.8% |
| 7D | +5.6% | -10.6% | +16.2% | +7.2% |
| 30D | +5.8% | -18.8% | +24.6% | +8.9% |
| 3M | -8.6% | -34.1% | +25.5% | -3.0% |
| 6M | -18.8% | -35.3% | +16.5% | -15.2% |
| YTD | -26.8% | -53.4% | +26.6% | -20.7% |
| 1Y | -39.3% | -65.6% | +26.4% | -30.5% |
| 3Y | -22.5% | -5.1% | -17.4% | -33.6% |
| 5Y | -0.8% | +18.5% | -19.3% | -24.7% |
| All | +211.0% | +53.4% | +157.6% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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