+0.3%
PDD vs ACGL
+174.7%
-174.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +5.9% | +6.4% | -0.5% | +5.3% |
| 30D | +7.1% | +16.6% | -9.5% | +5.7% |
| 3M | -7.7% | +11.6% | -19.3% | -8.5% |
| 6M | -13.2% | +17.5% | -30.7% | -14.4% |
| YTD | -26.0% | +15.3% | -41.2% | -27.0% |
| 1Y | -38.4% | +26.3% | -64.7% | -39.7% |
| 3Y | -21.1% | +35.9% | -57.0% | -24.4% |
| 5Y | +0.3% | +168.2% | -167.8% | -31.4% |
| All | +0.3% | +174.7% | -174.4% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling