+248.1%
PDD vs AVTR
+6.9%
+241.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -3.8% | +0.5% | -4.3% | -4.0% |
| 30D | -2.4% | +1.5% | -3.9% | -3.0% |
| 3M | -12.7% | +14.2% | -26.9% | -16.1% |
| 6M | -20.0% | +97.4% | -117.4% | -34.8% |
| YTD | -30.3% | +37.3% | -67.6% | -37.4% |
| 1Y | -42.4% | +36.8% | -79.2% | -48.3% |
| 3Y | -27.5% | -15.2% | -12.3% | -30.4% |
| 5Y | -14.9% | -59.2% | +44.3% | +6.2% |
| All | +248.1% | +6.9% | +241.2% | +244.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling