-38.6%
PDD vs ALLE
+18.6%
-57.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.2% |
| 7D | +6.0% | +6.7% | -0.6% | +5.2% |
| 30D | +5.5% | +25.4% | -19.9% | +2.5% |
| 3M | -9.8% | +16.9% | -26.7% | -11.6% |
| 6M | -16.0% | +46.6% | -62.5% | -20.2% |
| YTD | -27.6% | +22.4% | -50.0% | -31.1% |
| 1Y | -38.6% | +17.7% | -56.4% | -41.3% |
| All | -38.6% | +18.6% | -57.2% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling