+238.6%
PDD vs ZM
+48.4%
+190.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.8% | -1.5% |
| 7D | -4.1% | +1.6% | -5.7% | -4.6% |
| 30D | -13.1% | -7.7% | -5.4% | -11.3% |
| 3M | -3.5% | -4.7% | +1.2% | -2.7% |
| 6M | -21.8% | +24.4% | -46.2% | -28.4% |
| YTD | -29.7% | +11.8% | -41.4% | -34.0% |
| 1Y | -36.2% | +13.4% | -49.6% | -40.6% |
| 3Y | -16.4% | +33.8% | -50.2% | -28.5% |
| 5Y | -23.8% | -67.2% | +43.3% | -9.8% |
| All | +238.6% | +48.4% | +190.3% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling