-41.9%
PDD vs ALLY
-0.2%
-41.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -3.8% | -2.8% | -1.1% | -3.4% |
| 30D | -2.4% | +1.9% | -4.2% | -2.7% |
| 3M | -12.7% | -12.1% | -0.6% | -10.9% |
| 6M | -20.0% | -9.0% | -11.0% | -19.0% |
| YTD | -30.3% | -12.9% | -17.4% | -28.3% |
| All | -41.9% | -0.2% | -41.7% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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