+251.3%
PDD vs AVTR
+3.6%
+247.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.5% |
| 7D | -4.1% | +7.4% | -11.5% | -6.0% |
| 30D | -13.1% | +12.2% | -25.3% | -15.8% |
| 3M | -3.5% | +57.4% | -60.9% | -15.3% |
| 6M | -21.8% | +86.7% | -108.4% | -35.2% |
| YTD | -29.7% | +33.1% | -62.7% | -36.1% |
| 1Y | -36.2% | +16.1% | -52.4% | -41.0% |
| 3Y | -16.4% | -24.6% | +8.3% | -16.4% |
| 5Y | -23.8% | -63.5% | +39.6% | -1.7% |
| All | +251.3% | +3.6% | +247.7% | +251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AVTR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling