-42.4%
PDD vs ACI
-23.0%
-19.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | -3.8% | -5.3% | +1.5% | -3.8% |
| 30D | -2.4% | +5.0% | -7.4% | -2.2% |
| 3M | -12.7% | +7.5% | -20.2% | -12.5% |
| 6M | -20.0% | -16.0% | -4.0% | -21.3% |
| YTD | -30.3% | -20.6% | -9.7% | -32.0% |
| 1Y | -42.4% | -23.5% | -18.8% | -43.9% |
| All | -42.4% | -23.0% | -19.4% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling