+207.7%
PDD vs ACGL
+293.4%
-85.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.1% |
| 7D | +6.0% | +8.0% | -1.9% | +4.9% |
| 30D | +5.5% | +17.3% | -11.8% | +3.1% |
| 3M | -9.8% | +11.2% | -21.0% | -11.1% |
| 6M | -16.0% | +18.2% | -34.2% | -18.0% |
| YTD | -27.6% | +15.4% | -42.9% | -29.2% |
| 1Y | -38.6% | +26.5% | -65.2% | -40.8% |
| 3Y | -22.8% | +36.1% | -58.9% | -27.5% |
| 5Y | -5.2% | +175.9% | -181.2% | -24.1% |
| All | +207.7% | +293.4% | -85.7% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling