+117.4%
PDD vs TXG
+24.6%
+92.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.1% |
| 7D | -4.4% | +9.1% | -13.6% | -6.8% |
| 30D | -15.5% | +14.9% | -30.4% | -19.0% |
| 3M | -4.1% | +120.0% | -124.0% | -25.0% |
| 6M | -23.4% | +221.8% | -245.2% | -47.4% |
| YTD | -30.7% | +312.6% | -343.2% | -56.4% |
| 1Y | -37.6% | +398.4% | -436.1% | -64.0% |
| 3Y | -17.5% | +42.1% | -59.6% | -35.4% |
| 5Y | -24.6% | -63.5% | +38.8% | -15.9% |
| All | +117.4% | +24.6% | +92.8% | +97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling