+214.4%
PDD vs ALLY
+79.3%
+135.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | +5.9% | -1.1% | +7.0% | +6.2% |
| 30D | +7.1% | +4.2% | +2.9% | +5.9% |
| 3M | -7.7% | -12.4% | +4.7% | -4.7% |
| 6M | -13.2% | -8.7% | -4.6% | -11.6% |
| YTD | -26.0% | -11.6% | -14.3% | -24.1% |
| 1Y | -38.4% | +0.2% | -38.6% | -39.1% |
| 3Y | -21.1% | +57.1% | -78.2% | -32.7% |
| 5Y | +0.3% | -6.8% | +7.2% | -3.9% |
| All | +214.4% | +79.3% | +135.1% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling