-36.2%
PDD vs ZETA
+62.1%
-98.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.8% |
| 7D | -4.1% | -2.4% | -1.7% | -3.9% |
| 30D | -13.1% | +15.6% | -28.7% | -15.1% |
| 3M | -3.5% | +41.5% | -45.0% | -9.3% |
| 6M | -21.8% | +63.4% | -85.2% | -28.3% |
| YTD | -29.7% | +51.3% | -81.0% | -34.9% |
| 1Y | -36.2% | +65.8% | -102.0% | -40.8% |
| All | -36.2% | +62.1% | -98.4% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling