-35.3%
PDD vs ZETA
+241.7%
-277.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.6% |
| 7D | -4.1% | -2.4% | -1.7% | -3.7% |
| 30D | -13.1% | +15.6% | -28.7% | -15.9% |
| 3M | -3.5% | +41.5% | -45.0% | -10.8% |
| 6M | -21.8% | +63.4% | -85.2% | -30.5% |
| YTD | -29.7% | +51.3% | -81.0% | -37.0% |
| 1Y | -36.2% | +65.8% | -102.0% | -44.6% |
| 3Y | -16.4% | +279.2% | -295.5% | -51.3% |
| 5Y | -23.8% | +341.8% | -365.6% | -61.2% |
| All | -35.3% | +241.7% | -277.0% | -66.9% |
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