+139.7%
PDD vs ZCMD
-100.0%
+239.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.5% |
| 7D | -4.4% | -4.1% | -0.3% | -4.4% |
| 30D | -15.5% | -22.7% | +7.2% | -15.1% |
| 3M | -4.1% | -62.5% | +58.4% | -5.8% |
| 6M | -23.4% | -99.5% | +76.0% | -15.8% |
| YTD | -30.7% | -99.7% | +69.1% | -21.8% |
| 1Y | -37.6% | -99.9% | +62.3% | -27.2% |
| 3Y | -17.5% | -100.0% | +82.4% | +5.7% |
| 5Y | -24.6% | -100.0% | +75.4% | -0.6% |
| All | +139.7% | -100.0% | +239.7% | +225.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling