-38.4%
PDD vs ALLE
+14.6%
-53.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.6% |
| 7D | +5.9% | 0.0% | +5.8% | +5.9% |
| 30D | +7.1% | +20.6% | -13.5% | +4.6% |
| 3M | -7.7% | +11.4% | -19.1% | -9.0% |
| 6M | -13.2% | +42.5% | -55.8% | -17.3% |
| YTD | -26.0% | +18.9% | -44.9% | -29.4% |
| 1Y | -38.4% | +14.2% | -52.6% | -41.0% |
| All | -38.4% | +14.6% | -53.0% | -41.0% |
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