-3.3%
PDD vs ZCMD
-100.0%
+96.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.1% |
| 7D | -1.4% | +9.1% | -10.5% | -1.6% |
| 30D | -1.0% | -37.1% | +36.1% | -0.5% |
| 3M | -12.3% | -53.7% | +41.4% | -11.6% |
| 6M | -18.5% | -99.7% | +81.2% | -12.2% |
| YTD | -29.0% | -99.9% | +70.8% | -22.0% |
| 1Y | -40.7% | -99.9% | +59.2% | -34.2% |
| 3Y | -25.7% | -100.0% | +74.3% | -10.2% |
| 5Y | -3.3% | -100.0% | +96.7% | +36.5% |
| All | -3.3% | -100.0% | +96.7% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling