-41.7%
PDD vs Z
-58.2%
+16.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -3.6% |
| 7D | -1.4% | -5.2% | +3.7% | -0.9% |
| 30D | -1.0% | +5.7% | -6.8% | -2.3% |
| 3M | -12.3% | -8.7% | -3.5% | -11.7% |
| 6M | -18.5% | -26.0% | +7.5% | -16.1% |
| YTD | -29.0% | -55.0% | +26.0% | -23.1% |
| All | -41.7% | -58.2% | +16.5% | -36.6% |
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