+211.0%
PDD vs ACM
+114.4%
+96.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +5.6% | +5.4% | +0.3% | +3.8% |
| 30D | +5.8% | +15.1% | -9.3% | +1.0% |
| 3M | -8.6% | -10.5% | +1.9% | -5.8% |
| 6M | -18.8% | -19.7% | +0.9% | -13.7% |
| YTD | -26.8% | -28.8% | +2.1% | -19.3% |
| 1Y | -39.3% | -47.9% | +8.6% | -25.7% |
| 3Y | -22.5% | -12.4% | -10.1% | -22.5% |
| 5Y | -0.8% | +0.6% | -1.3% | -5.4% |
| All | +211.0% | +114.4% | +96.6% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling