-22.5%
PDD vs AVTR
-15.6%
-6.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.3% |
| 7D | +5.6% | -3.6% | +9.2% | +5.9% |
| 30D | +5.8% | +0.8% | +5.0% | +5.6% |
| 3M | -8.6% | +17.4% | -26.0% | -10.0% |
| 6M | -18.8% | +83.5% | -102.4% | -23.3% |
| YTD | -26.8% | +35.0% | -61.8% | -28.8% |
| 1Y | -39.3% | +36.7% | -75.9% | -41.1% |
| 3Y | -22.5% | -15.3% | -7.2% | -37.5% |
| All | -22.5% | -15.6% | -6.9% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling