-21.6%
PDD vs ACGL
+35.5%
-57.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +5.9% | +6.4% | -0.5% | +6.0% |
| 30D | +7.1% | +16.6% | -9.5% | +7.5% |
| 3M | -7.7% | +11.6% | -19.3% | -7.4% |
| 6M | -13.2% | +17.5% | -30.7% | -12.8% |
| YTD | -26.0% | +15.3% | -41.2% | -25.7% |
| 1Y | -38.4% | +26.3% | -64.7% | -37.8% |
| All | -21.6% | +35.5% | -57.2% | -20.7% |
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