-6.8%
PDD vs ACI
+34.0%
-40.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.5% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -2.4% | +9.5% | -11.9% | -3.0% |
| 3M | -14.6% | +10.1% | -24.7% | -15.2% |
| 6M | -19.6% | -15.4% | -4.2% | -19.0% |
| YTD | -30.0% | -19.5% | -10.4% | -29.3% |
| 1Y | -42.5% | -21.0% | -21.5% | -41.9% |
| 3Y | -27.2% | -31.2% | +4.0% | -25.8% |
| 5Y | -8.2% | -40.6% | +32.4% | -7.3% |
| All | -6.8% | +34.0% | -40.7% | -29.5% |
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