-23.7%
PDD vs ACGL
+161.8%
-185.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -4.1% | -0.7% | -3.3% | -4.0% |
| 30D | -9.6% | -1.0% | -8.6% | -9.5% |
| 3M | -4.3% | +11.0% | -15.3% | -5.4% |
| 6M | -18.8% | -0.3% | -18.4% | -18.8% |
| YTD | -27.5% | +2.3% | -29.8% | -27.8% |
| 1Y | -33.6% | +6.4% | -40.0% | -34.2% |
| 3Y | -20.4% | +34.0% | -54.4% | -25.8% |
| All | -23.7% | +161.8% | -185.5% | -52.0% |
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