-38.6%
PDD vs ZCMD
-99.9%
+61.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +2.5% |
| 7D | +6.0% | -13.3% | +19.4% | +6.1% |
| 30D | +5.5% | -49.6% | +55.1% | +5.5% |
| 3M | -9.8% | -54.6% | +44.9% | -9.7% |
| 6M | -16.0% | -99.8% | +83.8% | -12.5% |
| YTD | -27.6% | -99.9% | +72.3% | -24.6% |
| 1Y | -38.6% | -99.9% | +61.3% | -36.9% |
| All | -38.6% | -99.9% | +61.3% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling