+118.4%
PDD vs TXG
+7.8%
+110.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | -4.9% | -1.8% | -3.1% | -4.7% |
| 30D | -3.0% | -20.4% | +17.4% | +0.9% |
| 3M | -6.2% | +0.1% | -6.2% | -10.1% |
| 6M | -20.7% | +176.2% | -196.9% | -44.7% |
| YTD | -30.4% | +256.8% | -287.1% | -56.1% |
| 1Y | -41.3% | +255.9% | -297.2% | -63.2% |
| 3Y | -27.7% | +60.2% | -87.9% | -48.7% |
| 5Y | -16.9% | -65.1% | +48.2% | -9.0% |
| All | +118.4% | +7.8% | +110.6% | +98.6% |
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 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