-59.3%
ZTS vs PDD
-15.5%
-43.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.6% |
| 7D | +1.0% | -7.6% | +8.7% | +1.6% |
| 30D | +12.4% | -5.4% | +17.8% | +12.8% |
| 3M | +13.6% | -12.9% | +26.5% | +14.6% |
| 6M | +9.3% | -19.0% | +28.3% | +10.7% |
| YTD | -32.6% | -31.6% | -1.0% | -31.0% |
| 1Y | -30.0% | -43.0% | +13.0% | -27.5% |
| 3Y | -48.7% | -28.9% | -19.8% | -48.6% |
| 5Y | -59.3% | -18.4% | -40.9% | -60.0% |
| All | -59.3% | -15.5% | -43.8% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling