-36.2%
PDD vs ZETA
+237.6%
-273.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -4.4% | -0.1% | -4.4% | -4.5% |
| 30D | -15.5% | +10.5% | -25.9% | -17.4% |
| 3M | -4.1% | +44.3% | -48.4% | -11.7% |
| 6M | -23.4% | +59.4% | -82.8% | -31.6% |
| YTD | -30.7% | +49.5% | -80.2% | -37.8% |
| 1Y | -37.6% | +62.7% | -100.3% | -45.7% |
| 3Y | -17.5% | +274.6% | -292.2% | -51.9% |
| 5Y | -24.6% | +349.3% | -374.0% | -61.8% |
| All | -36.2% | +237.6% | -273.8% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ZETA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling