-13.6%
PDD vs AWK
-2.4%
-11.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.8% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.0% | +14.3% | -17.3% | -3.5% |
| 3M | -6.2% | +10.3% | -16.5% | -6.5% |
| 6M | -20.7% | +18.9% | -39.7% | -21.3% |
| YTD | -30.4% | +17.7% | -48.1% | -30.9% |
| 1Y | -41.3% | +16.9% | -58.1% | -41.7% |
| 3Y | -27.7% | +32.2% | -59.9% | -31.6% |
| All | -13.6% | -2.4% | -11.1% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling