-39.9%
PDD vs ATI
+77.9%
-117.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.7% |
| 7D | +5.6% | +6.2% | -0.5% | +4.5% |
| 30D | +5.8% | -7.1% | +12.9% | +6.7% |
| 3M | -8.6% | -21.3% | +12.7% | -5.3% |
| 6M | -18.8% | +6.5% | -25.3% | -22.7% |
| YTD | -26.8% | +53.2% | -80.0% | -38.6% |
| All | -39.9% | +77.9% | -117.8% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling