-0.3%
PDD vs Z
-55.4%
+55.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.3% |
| 7D | +5.6% | -4.6% | +10.2% | +6.8% |
| 30D | +5.8% | +8.3% | -2.6% | +1.7% |
| 3M | -8.6% | -11.6% | +3.0% | -6.5% |
| 6M | -18.8% | -33.6% | +14.8% | -8.5% |
| YTD | -26.8% | -56.7% | +29.9% | -4.9% |
| 1Y | -39.3% | -59.1% | +19.8% | -19.8% |
| 3Y | -22.5% | -20.4% | -2.1% | -36.2% |
| All | -0.3% | -55.4% | +55.2% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling