+190.4%
PDD vs ACM
+125.2%
+65.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -7.6% | +5.1% | -12.7% | -9.2% |
| 30D | -5.4% | +18.7% | -24.1% | -10.6% |
| 3M | -12.9% | +15.5% | -28.4% | -17.4% |
| 6M | -19.0% | +1.2% | -20.2% | -20.2% |
| YTD | -31.6% | -25.2% | -6.4% | -25.9% |
| 1Y | -43.0% | -46.3% | +3.3% | -31.0% |
| 3Y | -28.9% | -9.6% | -19.3% | -29.6% |
| 5Y | -18.4% | +4.4% | -22.8% | -23.3% |
| All | +190.4% | +125.2% | +65.2% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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