+197.4%
PDD vs Z
-52.5%
+249.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | +0.1% |
| 7D | -1.0% | -6.5% | +5.5% | +0.4% |
| 30D | -2.4% | -0.1% | -2.3% | -3.2% |
| 3M | -14.6% | -14.1% | -0.5% | -12.4% |
| 6M | -19.6% | -30.1% | +10.4% | -13.0% |
| YTD | -30.0% | -57.5% | +27.5% | -13.9% |
| 1Y | -42.5% | -60.3% | +17.8% | -28.2% |
| 3Y | -27.2% | -21.0% | -6.1% | -32.0% |
| 5Y | -8.2% | -54.9% | +46.7% | -2.2% |
| All | +197.4% | -52.5% | +249.9% | +181.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling