+214.4%
PDD vs ALLE
+167.9%
+46.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +3.1% |
| 7D | +5.9% | 0.0% | +5.8% | +5.9% |
| 30D | +7.1% | +20.6% | -13.5% | +0.8% |
| 3M | -7.7% | +11.4% | -19.1% | -11.0% |
| 6M | -13.2% | +42.5% | -55.8% | -23.1% |
| YTD | -26.0% | +18.9% | -44.9% | -30.7% |
| 1Y | -38.4% | +14.2% | -52.6% | -41.7% |
| 3Y | -21.1% | +90.7% | -111.8% | -38.8% |
| 5Y | +0.3% | +52.5% | -52.2% | -17.7% |
| All | +214.4% | +167.9% | +46.5% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling