-33.6%
PDD vs Z
-58.8%
+25.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -4.1% | -3.0% | -1.1% | -3.6% |
| 30D | -9.6% | -4.2% | -5.4% | -9.1% |
| 3M | -4.3% | -3.7% | -0.6% | -4.6% |
| 6M | -18.8% | -24.5% | +5.8% | -16.7% |
| YTD | -27.5% | -49.3% | +21.8% | -22.7% |
| 1Y | -33.6% | -58.7% | +25.0% | -27.9% |
| All | -33.6% | -58.8% | +25.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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