-39.3%
PDD vs ZETA
+55.9%
-95.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.8% |
| 7D | +5.6% | -0.4% | +6.1% | +5.6% |
| 30D | +5.8% | -8.0% | +13.8% | +6.8% |
| 3M | -8.6% | +21.4% | -30.0% | -11.9% |
| 6M | -18.8% | +80.1% | -98.9% | -27.2% |
| YTD | -26.8% | +52.5% | -79.3% | -32.6% |
| 1Y | -39.3% | +58.5% | -97.8% | -45.0% |
| All | -39.3% | +55.9% | -95.2% | -45.0% |
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 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