-0.3%
PDD vs ATI
+871.8%
-872.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -2.0% |
| 7D | +5.6% | +6.2% | -0.5% | +4.2% |
| 30D | +5.8% | -7.1% | +12.9% | +7.0% |
| 3M | -8.6% | -21.3% | +12.7% | -4.6% |
| 6M | -18.8% | +6.5% | -25.3% | -21.1% |
| YTD | -26.8% | +53.2% | -80.0% | -34.5% |
| 1Y | -39.3% | +82.7% | -122.0% | -47.7% |
| 3Y | -22.5% | +314.3% | -336.8% | -48.5% |
| All | -0.3% | +871.8% | -872.0% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling