+195.8%
PDD vs AVAV
+59.9%
+135.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.3% |
| 7D | -4.9% | +4.2% | -9.1% | -5.7% |
| 30D | -3.0% | -2.6% | -0.5% | -3.3% |
| 3M | -6.2% | -38.0% | +31.8% | +0.5% |
| 6M | -20.7% | -27.0% | +6.3% | -19.1% |
| YTD | -30.4% | -51.4% | +21.1% | -25.2% |
| 1Y | -41.3% | -60.2% | +19.0% | -34.7% |
| 3Y | -27.7% | -6.7% | -21.0% | -37.6% |
| 5Y | -16.9% | +28.3% | -45.2% | -38.1% |
| All | +195.8% | +59.9% | +135.9% | +57.6% |
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