-33.6%
PDD vs TXG
+372.5%
-406.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -4.1% | +1.8% | -5.9% | -4.2% |
| 30D | -9.6% | +32.0% | -41.6% | -12.0% |
| 3M | -4.3% | +87.0% | -91.3% | -10.4% |
| 6M | -18.8% | +180.1% | -198.8% | -27.2% |
| YTD | -27.5% | +284.1% | -311.6% | -36.9% |
| 1Y | -33.6% | +361.7% | -395.3% | -43.6% |
| All | -33.6% | +372.5% | -406.1% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling