-0.3%
PDD vs TXG
-66.1%
+65.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.6% |
| 7D | +5.6% | -15.4% | +21.1% | +9.3% |
| 30D | +5.8% | -22.1% | +27.9% | +10.8% |
| 3M | -8.6% | +30.0% | -38.6% | -18.9% |
| 6M | -18.8% | +160.7% | -179.5% | -42.6% |
| YTD | -26.8% | +263.5% | -290.2% | -54.3% |
| 1Y | -39.3% | +356.0% | -395.3% | -65.4% |
| 3Y | -22.5% | +53.4% | -75.9% | -42.2% |
| All | -0.3% | -66.1% | +65.8% | +51.6% |
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 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