-35.6%
PDD vs ZETA
+289.2%
-324.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.2% | -9.5% | -2.9% |
| 7D | -1.0% | +13.2% | -14.2% | -3.6% |
| 30D | -2.4% | +6.0% | -8.4% | -3.9% |
| 3M | -14.6% | +27.3% | -42.0% | -19.3% |
| 6M | -19.6% | +104.6% | -124.2% | -31.7% |
| YTD | -30.0% | +72.3% | -102.3% | -39.2% |
| 1Y | -42.5% | +76.3% | -118.8% | -50.5% |
| 3Y | -27.2% | +325.6% | -352.8% | -58.5% |
| 5Y | -8.2% | +254.2% | -262.5% | -51.7% |
| All | -35.6% | +289.2% | -324.8% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling