-8.2%
PDD vs ACM
+4.8%
-13.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -1.0% | +6.6% | -7.6% | -3.6% |
| 30D | -2.4% | +19.8% | -22.2% | -9.3% |
| 3M | -14.6% | -3.1% | -11.5% | -14.1% |
| 6M | -19.6% | -11.5% | -8.1% | -16.4% |
| YTD | -30.0% | -24.7% | -5.3% | -22.2% |
| 1Y | -42.5% | -45.1% | +2.5% | -25.8% |
| 3Y | -27.2% | -8.9% | -18.3% | -32.7% |
| 5Y | -8.2% | +5.4% | -13.6% | -32.6% |
| All | -8.2% | +4.8% | -13.0% | -32.6% |
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