+229.2%
PDD vs ZM
+50.3%
+178.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -7.6% | +10.0% | -17.6% | -10.4% |
| 30D | -5.4% | -0.5% | -4.9% | -5.7% |
| 3M | -12.9% | -7.1% | -5.9% | -11.9% |
| 6M | -19.0% | -5.1% | -13.9% | -19.1% |
| YTD | -31.6% | +13.2% | -44.8% | -36.4% |
| 1Y | -43.0% | +15.3% | -58.4% | -47.5% |
| 3Y | -28.9% | +57.4% | -86.3% | -42.7% |
| 5Y | -18.4% | -61.7% | +43.3% | -6.9% |
| All | +229.2% | +50.3% | +178.9% | +191.4% |
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