-22.5%
PDD vs Z
-21.1%
-1.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | +5.6% | -4.6% | +10.2% | +6.0% |
| 30D | +5.8% | +8.3% | -2.6% | +4.5% |
| 3M | -8.6% | -11.6% | +3.0% | -7.8% |
| 6M | -18.8% | -33.6% | +14.8% | -15.9% |
| YTD | -26.8% | -56.7% | +29.9% | -21.5% |
| 1Y | -39.3% | -59.1% | +19.8% | -34.6% |
| 3Y | -22.5% | -20.4% | -2.1% | -17.2% |
| All | -22.5% | -21.1% | -1.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling