-23.8%
PDD vs TXG
-65.4%
+41.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -4.3% |
| 7D | -4.1% | +9.4% | -13.5% | -6.6% |
| 30D | -13.1% | +26.1% | -39.2% | -19.0% |
| 3M | -3.5% | +124.8% | -128.3% | -25.1% |
| 6M | -21.8% | +215.2% | -237.0% | -46.0% |
| YTD | -29.7% | +302.2% | -331.9% | -55.6% |
| 1Y | -36.2% | +370.9% | -407.1% | -62.8% |
| 3Y | -16.4% | +38.5% | -54.9% | -31.0% |
| 5Y | -23.8% | -64.4% | +40.5% | -2.4% |
| All | -23.8% | -65.4% | +41.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling