-47.4%
PDD vs ACHR
-45.8%
-1.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.7% | +4.2% | -0.5% |
| 7D | -4.4% | -2.7% | -1.8% | -4.0% |
| 30D | -15.5% | -12.1% | -3.3% | -14.1% |
| 3M | -4.1% | +3.4% | -7.4% | -6.0% |
| 6M | -23.4% | -15.6% | -7.8% | -22.9% |
| YTD | -30.7% | -26.9% | -3.8% | -29.0% |
| 1Y | -37.6% | -34.8% | -2.9% | -36.0% |
| 3Y | -17.5% | -19.2% | +1.7% | -29.8% |
| 5Y | -24.6% | -43.8% | +19.1% | -46.6% |
| All | -47.4% | -45.8% | -1.6% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling