-32.6%
PDD vs ZETA
+244.4%
-277.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -2.1% |
| 7D | +5.6% | -0.4% | +6.1% | +5.5% |
| 30D | +5.8% | -8.0% | +13.8% | +7.2% |
| 3M | -8.6% | +21.4% | -30.0% | -12.8% |
| 6M | -18.8% | +80.1% | -98.9% | -29.2% |
| YTD | -26.8% | +52.5% | -79.3% | -34.8% |
| 1Y | -39.3% | +58.5% | -97.8% | -46.6% |
| 3Y | -22.5% | +281.7% | -304.2% | -54.9% |
| 5Y | -0.8% | +237.3% | -238.0% | -47.1% |
| All | -32.6% | +244.4% | -277.0% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling