+198.7%
PDD vs AWK
+87.3%
+111.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -4.1% | +2.2% | -6.3% | -4.3% |
| 30D | -13.1% | +4.4% | -17.5% | -13.4% |
| 3M | -3.5% | +15.4% | -18.8% | -4.5% |
| 6M | -21.8% | +3.5% | -25.3% | -22.0% |
| YTD | -29.7% | +9.8% | -39.5% | -30.3% |
| 1Y | -36.2% | +3.0% | -39.2% | -36.5% |
| 3Y | -16.4% | +9.7% | -26.0% | -18.0% |
| 5Y | -23.8% | -17.2% | -6.7% | -23.4% |
| All | +198.7% | +87.3% | +111.3% | +181.4% |
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