-25.7%
PDD vs ACM
-7.9%
-17.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.2% | -8.2% | -4.1% |
| 7D | -1.4% | +6.9% | -8.3% | -2.9% |
| 30D | -1.0% | +19.1% | -20.1% | -4.8% |
| 3M | -12.3% | -6.9% | -5.3% | -10.9% |
| 6M | -18.5% | -12.0% | -6.5% | -16.3% |
| YTD | -29.0% | -25.1% | -3.9% | -24.3% |
| 1Y | -40.7% | -45.4% | +4.7% | -32.1% |
| 3Y | -25.7% | -6.9% | -18.8% | -16.0% |
| All | -25.7% | -7.9% | -17.8% | -16.0% |
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 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