-22.5%
PDD vs ACM
-12.3%
-10.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +5.6% | +5.4% | +0.3% | +4.4% |
| 30D | +5.8% | +15.1% | -9.3% | +2.6% |
| 3M | -8.6% | -10.5% | +1.9% | -6.4% |
| 6M | -18.8% | -19.7% | +0.9% | -14.8% |
| YTD | -26.8% | -28.8% | +2.1% | -21.0% |
| 1Y | -39.3% | -47.9% | +8.6% | -29.8% |
| 3Y | -22.5% | -12.4% | -10.1% | -11.8% |
| All | -22.5% | -12.3% | -10.2% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling