+201.5%
PDD vs AWK
+99.1%
+102.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.0% |
| 7D | -1.4% | +1.2% | -2.7% | -1.5% |
| 30D | -1.0% | +15.8% | -16.8% | -2.0% |
| 3M | -12.3% | +11.0% | -23.3% | -12.9% |
| 6M | -18.5% | +21.0% | -39.5% | -19.6% |
| YTD | -29.0% | +16.7% | -45.7% | -29.9% |
| 1Y | -40.7% | +17.2% | -57.9% | -41.5% |
| 3Y | -25.7% | +29.2% | -54.9% | -28.5% |
| 5Y | -3.3% | -2.3% | -1.0% | -4.1% |
| All | +201.5% | +99.1% | +102.4% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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