+262.2%
PDD vs AVTR
+1.7%
+260.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.1% |
| 7D | -4.1% | +2.7% | -6.7% | -4.8% |
| 30D | -9.6% | +12.1% | -21.7% | -12.4% |
| 3M | -4.3% | +57.2% | -61.5% | -16.1% |
| 6M | -18.8% | +73.1% | -91.8% | -31.2% |
| YTD | -27.5% | +30.6% | -58.1% | -33.8% |
| 1Y | -33.6% | +13.5% | -47.1% | -38.3% |
| 3Y | -20.4% | -31.0% | +10.6% | -17.8% |
| 5Y | -19.6% | -63.2% | +43.7% | +3.5% |
| All | +262.2% | +1.7% | +260.5% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling