-42.5%
PDD vs ACM
-45.8%
+3.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -1.0% | +6.6% | -7.6% | -2.3% |
| 30D | -2.4% | +19.8% | -22.2% | -6.1% |
| 3M | -14.6% | -3.1% | -11.5% | -13.8% |
| 6M | -19.6% | -11.5% | -8.1% | -16.8% |
| YTD | -30.0% | -24.7% | -5.3% | -24.4% |
| 1Y | -42.5% | -45.1% | +2.5% | -33.3% |
| All | -42.5% | -45.8% | +3.2% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling