+190.4%
PDD vs ACGL
+288.2%
-97.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -7.6% | -1.2% | -6.4% | -7.5% |
| 30D | -5.4% | +12.8% | -18.2% | -7.0% |
| 3M | -12.9% | +12.3% | -25.2% | -14.4% |
| 6M | -19.0% | +15.8% | -34.8% | -20.8% |
| YTD | -31.6% | +13.9% | -45.5% | -33.0% |
| 1Y | -43.0% | +19.0% | -62.0% | -44.6% |
| 3Y | -28.9% | +33.7% | -62.6% | -33.0% |
| 5Y | -18.4% | +173.4% | -191.8% | -34.5% |
| All | +190.4% | +288.2% | -97.9% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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