+198.7%
PDD vs ZS
+306.2%
-107.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -1.6% |
| 7D | -4.1% | -9.2% | +5.1% | -1.3% |
| 30D | -13.1% | -4.0% | -9.1% | -12.7% |
| 3M | -3.5% | +25.3% | -28.8% | -11.2% |
| 6M | -21.8% | -1.3% | -20.5% | -25.1% |
| YTD | -29.7% | -28.0% | -1.7% | -26.3% |
| 1Y | -36.2% | -42.5% | +6.3% | -28.6% |
| 3Y | -16.4% | +0.7% | -17.1% | -27.3% |
| 5Y | -23.8% | -42.3% | +18.5% | -25.5% |
| All | +198.7% | +306.2% | -107.5% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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