+207.9%
PDD vs ACM
+112.7%
+95.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -4.1% | -3.7% | -0.3% | -2.9% |
| 30D | -9.6% | -11.1% | +1.5% | -6.4% |
| 3M | -4.3% | -8.0% | +3.7% | -2.4% |
| 6M | -18.8% | -29.7% | +10.9% | -9.5% |
| YTD | -27.5% | -29.4% | +1.9% | -19.7% |
| 1Y | -33.6% | -46.4% | +12.8% | -19.5% |
| 3Y | -20.4% | -22.3% | +1.9% | -16.8% |
| 5Y | -19.6% | +4.5% | -24.1% | -24.1% |
| All | +207.9% | +112.7% | +95.2% | +89.5% |
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