-23.7%
PDD vs ATI
+1,074.8%
-1,098.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.1% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -9.6% | +2.7% | -12.3% | -10.3% |
| 3M | -4.3% | +16.3% | -20.6% | -7.9% |
| 6M | -18.8% | +30.2% | -48.9% | -24.0% |
| YTD | -27.5% | +83.6% | -111.1% | -36.9% |
| 1Y | -33.6% | +173.0% | -206.6% | -47.0% |
| 3Y | -20.4% | +356.6% | -377.1% | -46.6% |
| All | -23.7% | +1,074.8% | -1,098.5% | -61.2% |
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