In this work, we present an achromatic pump-probe setup covering the visible (VIS) to near-infrared (NIR) wavelength regions (500-3000 nm) for few-cycle pulses. Both the pump and probe arms can work either in the VIS or the NIR wavelength regions, making our setup suitable for multi-color, broadband pump-probe measurements. In particular, our setup minimizes time-smearing due to the phase front curvature, an aspect of ultrafast spectroscopy that has been missing from previous works and allowing us to achieve sub-20-fs temporal resolution. We demonstrate the capabilities of our setup by performing measurements on Pr0.5Ca1.5MnO4. We pump and probe in both wavelength regions with a range of pump fluences and demonstrate how the observed dynamics depend strongly on the probe wavelength. Furthermore, the observation of a 16.5 THz phonon demonstrates the high temporal resolution of the setup.