+197.4%
PDD vs ALLE
+171.3%
+26.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -2.4% | +25.9% | -28.3% | -9.4% |
| 3M | -14.6% | +14.9% | -29.5% | -18.5% |
| 6M | -19.6% | +42.1% | -61.7% | -28.7% |
| YTD | -30.0% | +20.4% | -50.4% | -34.8% |
| 1Y | -42.5% | +14.9% | -57.4% | -45.7% |
| 3Y | -27.2% | +90.1% | -117.3% | -43.4% |
| 5Y | -8.2% | +53.0% | -61.2% | -24.9% |
| All | +197.4% | +171.3% | +26.1% | +82.9% |
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