-27.7%
PDD vs ACI
-31.8%
+4.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -3.8% | -5.3% | +1.5% | -3.6% |
| 30D | -2.4% | +5.0% | -7.4% | -2.6% |
| 3M | -12.7% | +7.5% | -20.2% | -13.0% |
| 6M | -20.0% | -16.0% | -4.0% | -19.6% |
| YTD | -30.3% | -20.6% | -9.7% | -29.9% |
| 1Y | -42.4% | -23.5% | -18.8% | -41.8% |
| All | -27.7% | -31.8% | +4.2% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling