-37.6%
PDD vs TXG
+385.8%
-423.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | -4.4% | +9.1% | -13.6% | -5.2% |
| 30D | -15.5% | +14.9% | -30.4% | -16.7% |
| 3M | -4.1% | +120.0% | -124.0% | -11.6% |
| 6M | -23.4% | +221.8% | -245.2% | -32.3% |
| YTD | -30.7% | +312.6% | -343.2% | -40.2% |
| 1Y | -37.6% | +398.4% | -436.1% | -47.6% |
| All | -37.6% | +385.8% | -423.5% | -47.6% |
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