-23.8%
PDD vs ZS
-42.6%
+18.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -1.5% |
| 7D | -4.1% | -9.2% | +5.1% | -1.2% |
| 30D | -13.1% | -4.0% | -9.1% | -12.7% |
| 3M | -3.5% | +25.3% | -28.8% | -11.8% |
| 6M | -21.8% | -1.3% | -20.5% | -25.3% |
| YTD | -29.7% | -28.0% | -1.7% | -25.8% |
| 1Y | -36.2% | -42.5% | +6.3% | -27.5% |
| 3Y | -16.4% | +0.7% | -17.1% | -30.2% |
| 5Y | -23.8% | -42.3% | +18.5% | -26.5% |
| All | -23.8% | -42.6% | +18.8% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling