+211.0%
PDD vs ACWI
+139.5%
+71.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.0% |
| 7D | +5.6% | -2.4% | +8.0% | +8.5% |
| 30D | +5.8% | -5.2% | +11.0% | +12.7% |
| 3M | -8.6% | -4.8% | -3.8% | -3.4% |
| 6M | -18.8% | -1.3% | -17.5% | -18.7% |
| YTD | -26.8% | +8.4% | -35.2% | -35.0% |
| 1Y | -39.3% | +11.0% | -50.3% | -47.7% |
| 3Y | -22.5% | +70.6% | -93.1% | -62.6% |
| 5Y | -0.8% | +55.3% | -56.1% | -43.4% |
| All | +211.0% | +139.5% | +71.4% | +62.4% |
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