-46.1%
PDD vs ACHR
-52.6%
+6.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.3% | -11.4% | -4.4% |
| 7D | -1.4% | +15.3% | -16.8% | -4.0% |
| 30D | -1.0% | -3.0% | +2.0% | -1.1% |
| 3M | -12.3% | -14.0% | +1.7% | -11.4% |
| 6M | -18.5% | -25.8% | +7.3% | -16.6% |
| YTD | -29.0% | -36.0% | +7.0% | -26.2% |
| 1Y | -40.7% | -41.2% | +0.5% | -37.8% |
| 3Y | -25.7% | -8.6% | -17.1% | -39.5% |
| 5Y | -3.3% | -20.6% | +17.3% | -40.0% |
| All | -46.1% | -52.6% | +6.5% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling