+4.5%
ZTS vs PDD
+199.6%
-195.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.3% |
| 7D | -0.6% | -1.0% | +0.3% | -0.6% |
| 30D | +11.0% | -2.4% | +13.4% | +11.1% |
| 3M | +10.9% | -14.6% | +25.6% | +12.2% |
| 6M | +0.9% | -19.6% | +20.5% | +2.3% |
| YTD | -33.0% | -30.0% | -3.0% | -31.4% |
| 1Y | -29.6% | -42.5% | +12.9% | -27.0% |
| 3Y | -49.0% | -27.2% | -21.9% | -49.0% |
| 5Y | -59.5% | -8.2% | -51.3% | -61.8% |
| All | +4.5% | +199.6% | -195.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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