-27.7%
PDD vs Z
-18.1%
-9.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.5% |
| 7D | -4.9% | +0.8% | -5.7% | -5.0% |
| 30D | -3.0% | +5.2% | -8.2% | -3.9% |
| 3M | -6.2% | -17.0% | +10.9% | -4.7% |
| 6M | -20.7% | -22.7% | +1.9% | -19.2% |
| YTD | -30.4% | -56.3% | +26.0% | -25.5% |
| 1Y | -41.3% | -57.7% | +16.4% | -37.0% |
| 3Y | -27.7% | -16.5% | -11.2% | -19.2% |
| All | -27.7% | -18.1% | -9.6% | -19.2% |
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