+211.0%
PDD vs ATI
+518.5%
-307.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.8% |
| 7D | +5.6% | +6.2% | -0.5% | +4.5% |
| 30D | +5.8% | -7.1% | +12.9% | +6.8% |
| 3M | -8.6% | -21.3% | +12.7% | -5.3% |
| 6M | -18.8% | +6.5% | -25.3% | -20.6% |
| YTD | -26.8% | +53.2% | -80.0% | -32.8% |
| 1Y | -39.3% | +82.7% | -122.0% | -46.0% |
| 3Y | -22.5% | +314.3% | -336.8% | -42.2% |
| 5Y | -0.8% | +890.9% | -891.7% | -36.6% |
| All | +211.0% | +518.5% | -307.6% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling