+190.4%
PDD vs ACWI
+146.1%
+44.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.2% |
| 7D | -7.6% | +2.7% | -10.3% | -10.9% |
| 30D | -5.4% | -2.6% | -2.8% | -2.8% |
| 3M | -12.9% | -3.2% | -9.8% | -10.1% |
| 6M | -19.0% | +1.9% | -20.9% | -22.2% |
| YTD | -31.6% | +11.3% | -43.0% | -41.4% |
| 1Y | -43.0% | +11.7% | -54.7% | -51.3% |
| 3Y | -28.9% | +74.4% | -103.3% | -66.7% |
| 5Y | -18.4% | +59.5% | -77.9% | -55.1% |
| All | +190.4% | +146.1% | +44.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling