-40.6%
ACN vs PDD
-22.7%
-17.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -1.5% | -4.1% | +2.5% | -1.2% |
| 30D | +9.4% | -9.6% | +19.0% | +10.3% |
| 3M | +5.6% | -4.3% | +9.9% | +6.0% |
| 6M | -9.3% | -18.8% | +9.5% | -7.9% |
| YTD | -29.0% | -27.5% | -1.5% | -27.3% |
| 1Y | -24.7% | -33.6% | +9.0% | -22.3% |
| 3Y | -39.8% | -20.4% | -19.4% | -40.3% |
| All | -40.6% | -22.7% | -17.9% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 5y: compounded portfolio wealth divided by compounded PDD 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…
5y analysis · Full analysis span regression · 6 months rolling