+190.4%
PDD vs ZS
+384.6%
-194.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -7.6% | -5.2% | -2.4% | -6.2% |
| 30D | -5.4% | -15.5% | +10.1% | -1.4% |
| 3M | -12.9% | +9.0% | -21.9% | -17.3% |
| 6M | -19.0% | +32.2% | -51.2% | -29.5% |
| YTD | -31.6% | -14.1% | -17.5% | -33.3% |
| 1Y | -43.0% | -39.1% | -3.9% | -38.0% |
| 3Y | -28.9% | +10.4% | -39.3% | -40.6% |
| 5Y | -18.4% | -44.6% | +26.3% | -20.7% |
| All | +190.4% | +384.6% | -194.3% | +30.0% |
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