-41.7%
PDD vs ACI
-23.2%
-18.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.0% |
| 7D | -1.4% | -5.9% | +4.5% | -1.5% |
| 30D | -1.0% | +7.2% | -8.3% | -0.8% |
| 3M | -12.3% | +8.8% | -21.1% | -12.0% |
| 6M | -18.5% | -17.2% | -1.3% | -19.9% |
| YTD | -29.0% | -21.3% | -7.8% | -30.7% |
| All | -41.7% | -23.2% | -18.5% | -43.3% |
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