+142.1%
PDD vs ZCMD
-100.0%
+242.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.3% |
| 7D | -1.0% | -3.0% | +2.1% | -0.9% |
| 30D | -2.4% | -39.5% | +37.1% | -1.5% |
| 3M | -14.6% | -57.8% | +43.2% | -13.4% |
| 6M | -19.6% | -99.7% | +80.1% | -10.8% |
| YTD | -30.0% | -99.9% | +69.9% | -20.2% |
| 1Y | -42.5% | -99.9% | +57.4% | -33.7% |
| 3Y | -27.2% | -100.0% | +72.8% | -6.8% |
| 5Y | -8.2% | -100.0% | +91.8% | +23.8% |
| All | +142.1% | -100.0% | +242.1% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling