-27.7%
PDD vs ZETA
+348.6%
-376.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.0% |
| 7D | -4.9% | +18.1% | -23.0% | -6.3% |
| 30D | -3.0% | +13.6% | -16.6% | -4.3% |
| 3M | -6.2% | +23.7% | -29.9% | -8.3% |
| 6M | -20.7% | +128.5% | -149.2% | -27.2% |
| YTD | -30.4% | +80.1% | -110.5% | -35.0% |
| 1Y | -41.3% | +98.0% | -139.3% | -45.7% |
| 3Y | -27.7% | +348.6% | -376.3% | -35.7% |
| All | -27.7% | +348.6% | -376.3% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling