-3.3%
PDD vs ACGL
+168.9%
-172.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | -1.4% | -1.1% | -0.4% | -1.4% |
| 30D | -1.0% | +13.1% | -14.2% | -2.0% |
| 3M | -12.3% | +9.8% | -22.1% | -13.0% |
| 6M | -18.5% | +15.3% | -33.8% | -19.5% |
| YTD | -29.0% | +12.7% | -41.7% | -29.8% |
| 1Y | -40.7% | +20.7% | -61.4% | -41.7% |
| 3Y | -25.7% | +34.3% | -60.0% | -28.8% |
| 5Y | -3.3% | +170.6% | -173.9% | -37.0% |
| All | -3.3% | +168.9% | -172.2% | -37.0% |
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