+4.3%
ZTS vs PDD
+203.8%
-199.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +3.9% |
| 7D | -1.0% | -1.4% | +0.4% | -0.9% |
| 30D | +10.8% | -1.0% | +11.8% | +10.8% |
| 3M | +14.1% | -12.3% | +26.3% | +15.1% |
| 6M | +0.8% | -18.5% | +19.3% | +2.1% |
| YTD | -33.1% | -29.0% | -4.1% | -31.6% |
| 1Y | -30.0% | -40.7% | +10.7% | -27.5% |
| 3Y | -49.5% | -25.7% | -23.8% | -49.5% |
| 5Y | -60.2% | -3.3% | -56.9% | -62.7% |
| All | +4.3% | +203.8% | -199.5% | -16.4% |
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