+207.9%
PDD vs ZBH
-8.1%
+216.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -4.1% | -2.8% | -1.2% | -3.1% |
| 30D | -9.6% | -0.1% | -9.5% | -9.6% |
| 3M | -4.3% | +13.4% | -17.7% | -8.7% |
| 6M | -18.8% | +3.0% | -21.7% | -20.2% |
| YTD | -27.5% | +9.7% | -37.1% | -30.4% |
| 1Y | -33.6% | -5.4% | -28.2% | -33.5% |
| 3Y | -20.4% | -15.6% | -4.8% | -18.4% |
| 5Y | -19.6% | -28.1% | +8.5% | -14.1% |
| All | +207.9% | -8.1% | +216.0% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling