+207.9%
PDD vs ZS
+325.9%
-118.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +2.1% |
| 7D | -4.1% | -7.8% | +3.8% | -1.8% |
| 30D | -9.6% | +5.0% | -14.6% | -11.7% |
| 3M | -4.3% | +25.5% | -29.8% | -12.0% |
| 6M | -18.8% | +8.7% | -27.5% | -24.6% |
| YTD | -27.5% | -24.5% | -3.0% | -25.1% |
| 1Y | -33.6% | -36.7% | +3.1% | -28.0% |
| 3Y | -20.4% | +7.2% | -27.6% | -32.3% |
| 5Y | -19.6% | -40.9% | +21.3% | -21.9% |
| All | +207.9% | +325.9% | -118.0% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling