-43.0%
PDD vs ALLY
-0.9%
-42.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -7.6% | -2.1% | -5.5% | -7.3% |
| 30D | -5.4% | +2.0% | -7.4% | -5.7% |
| 3M | -12.9% | -13.3% | +0.4% | -10.9% |
| 6M | -19.0% | -9.9% | -9.2% | -17.8% |
| YTD | -31.6% | -13.5% | -18.1% | -29.5% |
| 1Y | -43.0% | -2.8% | -40.2% | -42.5% |
| All | -43.0% | -0.9% | -42.1% | -42.5% |
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