+195.9%
PDD vs TXT
+29.6%
+166.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -3.8% | -0.8% | -3.0% | -3.6% |
| 30D | -2.4% | +13.4% | -15.8% | -6.3% |
| 3M | -12.7% | -2.5% | -10.1% | -12.3% |
| 6M | -20.0% | -6.2% | -13.8% | -19.1% |
| YTD | -30.3% | -1.3% | -29.0% | -30.9% |
| 1Y | -42.4% | +4.3% | -46.7% | -43.9% |
| 3Y | -27.5% | +13.2% | -40.8% | -32.8% |
| 5Y | -14.9% | +12.4% | -27.3% | -21.7% |
| All | +195.9% | +29.6% | +166.3% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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