-18.7%
PDD vs ALLE
+42.6%
-61.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -4.1% | -0.2% | -3.8% | -4.0% |
| 30D | -9.6% | -6.8% | -2.8% | -8.4% |
| 3M | -4.3% | +21.0% | -25.3% | -8.1% |
| 6M | -18.8% | +1.1% | -19.9% | -19.2% |
| YTD | -27.5% | -0.5% | -27.0% | -28.0% |
| 1Y | -33.6% | -7.3% | -26.4% | -33.1% |
| All | -18.7% | +42.6% | -61.2% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling