-23.7%
PDD vs ACM
+5.0%
-28.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.1% | -3.7% | -0.3% | -2.6% |
| 30D | -9.6% | -11.1% | +1.5% | -5.6% |
| 3M | -4.3% | -8.0% | +3.7% | -1.9% |
| 6M | -18.8% | -29.7% | +10.9% | -6.7% |
| YTD | -27.5% | -29.4% | +1.9% | -17.4% |
| 1Y | -33.6% | -46.4% | +12.8% | -14.4% |
| 3Y | -20.4% | -22.3% | +1.9% | -18.5% |
| All | -23.7% | +5.0% | -28.7% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling