-24.4%
ACN vs PDD
-12.0%
-12.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -4.0% | -3.8% | -0.2% | -3.7% |
| 30D | +19.0% | -2.4% | +21.4% | +19.2% |
| 3M | +42.2% | -12.7% | +54.9% | +43.8% |
| 6M | +50.1% | -20.0% | +70.2% | +52.7% |
| YTD | -2.7% | -30.3% | +27.6% | -0.1% |
| 1Y | +7.6% | -42.4% | +50.0% | +12.3% |
| 3Y | -15.9% | -27.5% | +11.7% | -15.8% |
| 5Y | -24.4% | -14.9% | -9.5% | -24.1% |
| All | -24.4% | -12.0% | -12.3% | -24.1% |
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