-23.8%
PDD vs ZBH
-30.7%
+6.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -1.6% |
| 7D | -4.1% | -5.2% | +1.1% | -2.3% |
| 30D | -13.1% | -2.4% | -10.7% | -12.4% |
| 3M | -3.5% | +8.3% | -11.7% | -6.7% |
| 6M | -21.8% | +0.7% | -22.4% | -22.6% |
| YTD | -29.7% | +5.3% | -35.0% | -31.7% |
| 1Y | -36.2% | -9.1% | -27.1% | -35.0% |
| 3Y | -16.4% | -19.7% | +3.3% | -11.3% |
| 5Y | -23.8% | -31.3% | +7.4% | -17.7% |
| All | -23.8% | -30.7% | +6.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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