+127.4%
PDD vs TXG
+16.0%
+111.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -4.1% | +1.8% | -5.9% | -4.6% |
| 30D | -9.6% | +32.0% | -41.6% | -17.0% |
| 3M | -4.3% | +87.0% | -91.3% | -21.7% |
| 6M | -18.8% | +180.1% | -198.8% | -41.9% |
| YTD | -27.5% | +284.1% | -311.6% | -53.4% |
| 1Y | -33.6% | +361.7% | -395.3% | -60.8% |
| 3Y | -20.4% | +15.9% | -36.3% | -32.7% |
| 5Y | -19.6% | -66.2% | +46.6% | -8.3% |
| All | +127.4% | +16.0% | +111.3% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling