-0.3%
PDD vs AWK
-1.1%
+0.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +5.6% | +4.1% | +1.5% | +5.5% |
| 30D | +5.8% | +18.0% | -12.2% | +5.2% |
| 3M | -8.6% | +12.2% | -20.8% | -9.0% |
| 6M | -18.8% | +21.2% | -40.1% | -19.5% |
| YTD | -26.8% | +17.6% | -44.3% | -27.3% |
| 1Y | -39.3% | +19.2% | -58.5% | -39.8% |
| 3Y | -22.5% | +26.7% | -49.2% | -25.8% |
| All | -0.3% | -1.1% | +0.8% | -7.4% |
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