-18.3%
PDD vs ZYBT
-57.3%
+39.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -4.1% | -6.9% | +2.9% | -4.0% |
| 30D | -9.6% | -31.8% | +22.2% | -9.5% |
| 3M | -4.3% | +94.0% | -98.2% | -6.5% |
| 6M | -18.8% | +99.0% | -117.8% | -20.9% |
| YTD | -27.5% | +40.0% | -67.5% | -29.1% |
| 1Y | -33.6% | -79.5% | +45.9% | -34.0% |
| All | -18.3% | -57.3% | +39.0% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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