+201.5%
PDD vs ZS
+399.2%
-197.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.3% |
| 7D | -1.4% | -11.1% | +9.6% | +1.8% |
| 30D | -1.0% | -14.8% | +13.8% | +2.9% |
| 3M | -12.3% | +18.0% | -30.3% | -18.7% |
| 6M | -18.5% | +30.8% | -49.3% | -28.8% |
| YTD | -29.0% | -11.5% | -17.5% | -31.4% |
| 1Y | -40.7% | -37.8% | -2.9% | -35.8% |
| 3Y | -25.7% | +16.6% | -42.3% | -39.0% |
| 5Y | -3.3% | -43.6% | +40.3% | -6.6% |
| All | +201.5% | +399.2% | -197.7% | +33.8% |
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