-15.5%
PDD vs MSTZ
-99.4%
+83.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | +5.6% | -1.2% | +6.8% | +5.6% |
| 30D | +5.8% | +22.2% | -16.4% | +7.3% |
| 3M | -8.6% | -70.4% | +61.8% | -12.5% |
| 6M | -18.8% | -31.0% | +12.2% | -17.1% |
| YTD | -26.8% | -81.0% | +54.3% | -28.0% |
| 1Y | -39.3% | -61.2% | +21.9% | -37.4% |
| All | -15.5% | -99.4% | +83.9% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 3y: compounded portfolio wealth divided by compounded MSTZ 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…
3y analysis · Full analysis span regression · 6 months rolling