+211.0%
PDD vs ALLE
+165.4%
+45.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +5.6% | -0.6% | +6.2% | +5.8% |
| 30D | +5.8% | +25.3% | -19.6% | -1.6% |
| 3M | -8.6% | +10.3% | -18.9% | -11.6% |
| 6M | -18.8% | +38.0% | -56.9% | -27.3% |
| YTD | -26.8% | +17.8% | -44.6% | -31.3% |
| 1Y | -39.3% | +13.6% | -52.9% | -42.4% |
| 3Y | -22.5% | +89.2% | -111.7% | -39.7% |
| 5Y | -0.8% | +51.1% | -51.8% | -18.4% |
| All | +211.0% | +165.4% | +45.5% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling