+190.4%
PDD vs ALLE
+172.1%
+18.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | -7.6% | +1.6% | -9.2% | -8.1% |
| 30D | -5.4% | +24.1% | -29.5% | -11.7% |
| 3M | -12.9% | +14.8% | -27.8% | -16.9% |
| 6M | -19.0% | +45.9% | -64.9% | -28.8% |
| YTD | -31.6% | +20.7% | -52.4% | -36.3% |
| 1Y | -43.0% | +14.2% | -57.2% | -46.0% |
| 3Y | -28.9% | +90.7% | -119.6% | -44.8% |
| 5Y | -18.4% | +50.6% | -68.9% | -33.0% |
| All | +190.4% | +172.1% | +18.2% | +78.5% |
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