+195.8%
PDD vs TXT
+26.2%
+169.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -3.0% | +13.3% | -16.4% | -7.0% |
| 3M | -6.2% | -5.0% | -1.2% | -5.1% |
| 6M | -20.7% | -8.4% | -12.3% | -19.2% |
| YTD | -30.4% | -4.0% | -26.4% | -30.3% |
| 1Y | -41.3% | +2.8% | -44.1% | -42.5% |
| 3Y | -27.7% | +10.3% | -38.0% | -32.4% |
| 5Y | -16.9% | +9.2% | -26.0% | -22.8% |
| All | +195.8% | +26.2% | +169.6% | +222.9% |
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