-42.4%
PDD vs TXT
+4.6%
-47.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -3.8% | -0.8% | -3.0% | -3.7% |
| 30D | -2.4% | +13.4% | -15.8% | -4.7% |
| 3M | -12.7% | -2.5% | -10.1% | -12.2% |
| 6M | -20.0% | -6.2% | -13.8% | -19.2% |
| YTD | -30.3% | -1.3% | -29.0% | -31.7% |
| 1Y | -42.4% | +4.3% | -46.7% | -44.3% |
| All | -42.4% | +4.6% | -47.0% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling