+197.4%
PDD vs ACM
+126.9%
+70.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -1.0% | +6.6% | -7.6% | -3.1% |
| 30D | -2.4% | +19.8% | -22.2% | -8.1% |
| 3M | -14.6% | -3.1% | -11.5% | -14.3% |
| 6M | -19.6% | -11.5% | -8.1% | -17.3% |
| YTD | -30.0% | -24.7% | -5.3% | -24.3% |
| 1Y | -42.5% | -45.1% | +2.5% | -30.9% |
| 3Y | -27.2% | -8.9% | -18.3% | -28.1% |
| 5Y | -8.2% | +5.4% | -13.6% | -14.0% |
| All | +197.4% | +126.9% | +70.5% | +78.8% |
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