-41.3%
PDD vs ALLE
+15.3%
-56.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -4.9% | +3.6% | -8.4% | -5.3% |
| 30D | -3.0% | +25.9% | -28.9% | -5.8% |
| 3M | -6.2% | +15.8% | -21.9% | -8.0% |
| 6M | -20.7% | +48.1% | -68.8% | -24.9% |
| YTD | -30.4% | +22.0% | -52.3% | -33.9% |
| 1Y | -41.3% | +18.0% | -59.3% | -44.5% |
| All | -41.3% | +15.3% | -56.6% | -44.5% |
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 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