-22.5%
PDD vs ACGL
+31.5%
-54.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.1% |
| 7D | +5.6% | +0.9% | +4.8% | +5.7% |
| 30D | +5.8% | +13.7% | -8.0% | +6.1% |
| 3M | -8.6% | +8.0% | -16.7% | -8.4% |
| 6M | -18.8% | +13.3% | -32.1% | -18.5% |
| YTD | -26.8% | +11.8% | -38.6% | -26.6% |
| 1Y | -39.3% | +22.2% | -61.5% | -38.7% |
| 3Y | -22.5% | +32.5% | -55.0% | -21.6% |
| All | -22.5% | +31.5% | -54.0% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling