+207.9%
PDD vs AWK
+87.8%
+120.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | +1.7% | -5.8% | -4.2% |
| 30D | -9.6% | +5.6% | -15.2% | -9.9% |
| 3M | -4.3% | +15.9% | -20.1% | -5.3% |
| 6M | -18.8% | +4.6% | -23.3% | -19.1% |
| YTD | -27.5% | +10.1% | -37.5% | -28.1% |
| 1Y | -33.6% | +2.1% | -35.7% | -33.8% |
| 3Y | -20.4% | +9.8% | -30.3% | -22.0% |
| 5Y | -19.6% | -15.4% | -4.2% | -19.3% |
| All | +207.9% | +87.8% | +120.1% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling