-7.2%
PDD vs ACI
+32.1%
-39.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -3.8% | -5.3% | +1.5% | -3.5% |
| 30D | -2.4% | +5.0% | -7.4% | -2.7% |
| 3M | -12.7% | +7.5% | -20.2% | -13.2% |
| 6M | -20.0% | -16.0% | -4.0% | -19.4% |
| YTD | -30.3% | -20.6% | -9.7% | -29.6% |
| 1Y | -42.4% | -23.5% | -18.8% | -41.6% |
| 3Y | -27.5% | -32.1% | +4.6% | -26.1% |
| 5Y | -14.9% | -42.5% | +27.6% | -13.8% |
| All | -7.2% | +32.1% | -39.3% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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