+191.4%
PDD vs ZBRA
+141.3%
+50.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.7% |
| 7D | -5.4% | -3.4% | -1.9% | -4.1% |
| 30D | -12.6% | -7.4% | -5.2% | -10.3% |
| 3M | -4.3% | +57.5% | -61.8% | -21.1% |
| 6M | -24.4% | +64.0% | -88.4% | -39.5% |
| YTD | -31.4% | +44.3% | -75.7% | -42.9% |
| 1Y | -38.1% | +10.9% | -49.0% | -43.1% |
| 3Y | -20.1% | +37.5% | -57.6% | -37.9% |
| 5Y | -25.0% | -39.7% | +14.7% | -18.0% |
| All | +191.4% | +141.3% | +50.1% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling