+214.4%
PDD vs Z
-50.4%
+264.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.6% | +12.8% | +5.1% |
| 7D | +5.9% | -2.3% | +8.1% | +6.2% |
| 30D | +7.1% | +9.4% | -2.3% | +3.6% |
| 3M | -7.7% | -16.1% | +8.4% | -4.6% |
| 6M | -13.2% | -30.4% | +17.2% | -5.8% |
| YTD | -26.0% | -55.6% | +29.6% | -10.0% |
| 1Y | -38.4% | -58.5% | +20.1% | -23.9% |
| 3Y | -21.1% | -19.6% | -1.5% | -26.6% |
| 5Y | +0.3% | -54.1% | +54.5% | +6.2% |
| All | +214.4% | -50.4% | +264.8% | +194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling