+195.9%
PDD vs ZBRA
+125.5%
+70.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.2% |
| 7D | -3.8% | -1.5% | -2.3% | -3.4% |
| 30D | -2.4% | -15.6% | +13.3% | +3.5% |
| 3M | -12.7% | -14.5% | +1.8% | -8.1% |
| 6M | -20.0% | +50.9% | -71.0% | -34.2% |
| YTD | -30.3% | +34.8% | -65.2% | -40.8% |
| 1Y | -42.4% | +28.3% | -70.7% | -50.2% |
| 3Y | -27.5% | +58.8% | -86.4% | -47.8% |
| 5Y | -14.9% | -44.0% | +29.1% | -4.5% |
| All | +195.9% | +125.5% | +70.4% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling