-18.4%
PDD vs Z
-54.7%
+36.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.1% |
| 7D | -7.6% | -4.9% | -2.7% | -6.2% |
| 30D | -5.4% | +3.0% | -8.4% | -7.4% |
| 3M | -12.9% | -13.4% | +0.5% | -10.4% |
| 6M | -19.0% | -27.3% | +8.3% | -11.8% |
| YTD | -31.6% | -57.8% | +26.2% | -10.4% |
| 1Y | -43.0% | -60.0% | +17.0% | -24.1% |
| 3Y | -28.9% | -21.5% | -7.4% | -41.5% |
| 5Y | -18.4% | -55.0% | +36.6% | -15.8% |
| All | -18.4% | -54.7% | +36.4% | -15.8% |
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