+136.4%
PDD vs ZCMD
-100.0%
+236.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.8% |
| 7D | -7.6% | -2.9% | -4.7% | -7.6% |
| 30D | -5.4% | -28.5% | +23.1% | -4.8% |
| 3M | -12.9% | -56.5% | +43.6% | -11.8% |
| 6M | -19.0% | -99.7% | +80.6% | -10.4% |
| YTD | -31.6% | -99.9% | +68.2% | -22.0% |
| 1Y | -43.0% | -99.9% | +56.9% | -34.1% |
| 3Y | -28.9% | -100.0% | +71.1% | -8.9% |
| 5Y | -18.4% | -100.0% | +81.6% | +10.1% |
| All | +136.4% | -100.0% | +236.4% | +224.3% |
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