+207.9%
PDD vs ALLY
+100.1%
+107.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | +3.7% | -7.7% | -5.0% |
| 30D | -9.6% | -2.3% | -7.3% | -9.2% |
| 3M | -4.3% | +3.8% | -8.1% | -5.4% |
| 6M | -18.8% | +9.7% | -28.5% | -21.1% |
| YTD | -27.5% | -1.4% | -26.1% | -27.7% |
| 1Y | -33.6% | +8.2% | -41.9% | -35.6% |
| 3Y | -20.4% | +66.5% | -86.9% | -33.2% |
| 5Y | -19.6% | +1.2% | -20.8% | -24.7% |
| All | +207.9% | +100.1% | +107.8% | +174.9% |
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