-13.6%
PDD vs ZETA
+281.0%
-294.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.2% |
| 7D | -4.9% | +18.1% | -23.0% | -8.2% |
| 30D | -3.0% | +13.6% | -16.6% | -5.9% |
| 3M | -6.2% | +23.7% | -29.9% | -10.9% |
| 6M | -20.7% | +128.5% | -149.2% | -34.5% |
| YTD | -30.4% | +80.1% | -110.5% | -40.3% |
| 1Y | -41.3% | +98.0% | -139.3% | -50.8% |
| 3Y | -27.7% | +348.6% | -376.3% | -61.5% |
| All | -13.6% | +281.0% | -294.5% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling