-33.3%
PDD vs ZETA
+247.9%
-281.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.5% |
| 7D | -4.1% | +2.7% | -6.7% | -4.7% |
| 30D | -9.6% | +15.8% | -25.4% | -12.6% |
| 3M | -4.3% | +35.4% | -39.7% | -10.8% |
| 6M | -18.8% | +67.1% | -85.9% | -28.1% |
| YTD | -27.5% | +54.1% | -81.6% | -35.3% |
| 1Y | -33.6% | +67.8% | -101.5% | -42.5% |
| 3Y | -20.4% | +311.4% | -331.8% | -54.8% |
| 5Y | -19.6% | +324.8% | -344.4% | -58.7% |
| All | -33.3% | +247.9% | -281.2% | -66.0% |
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 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