+197.4%
PDD vs AVAV
+68.0%
+129.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.9% |
| 7D | -1.0% | 0.0% | -0.9% | -1.4% |
| 30D | -2.4% | -9.9% | +7.5% | -1.3% |
| 3M | -14.6% | -34.7% | +20.1% | -9.3% |
| 6M | -19.6% | -26.6% | +7.0% | -18.0% |
| YTD | -30.0% | -48.9% | +19.0% | -25.4% |
| 1Y | -42.5% | -63.0% | +20.5% | -35.1% |
| 3Y | -27.2% | +1.6% | -28.8% | -38.2% |
| 5Y | -8.2% | +34.5% | -42.7% | -32.2% |
| All | +197.4% | +68.0% | +129.4% | +57.3% |
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