-29.0%
PDD vs AWK
+29.7%
-58.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -2.0% |
| 7D | -7.6% | -2.6% | -5.1% | -8.0% |
| 30D | -5.4% | +14.2% | -19.6% | -3.5% |
| 3M | -12.9% | +10.0% | -23.0% | -11.6% |
| 6M | -19.0% | +17.1% | -36.1% | -16.9% |
| YTD | -31.6% | +16.1% | -47.8% | -29.8% |
| 1Y | -43.0% | +17.5% | -60.5% | -41.3% |
| All | -29.0% | +29.7% | -58.7% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling