-22.5%
PDD vs TXT
+7.8%
-30.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | +5.6% | -2.5% | +8.1% | +6.2% |
| 30D | +5.8% | +14.4% | -8.6% | +2.9% |
| 3M | -8.6% | -4.9% | -3.7% | -7.8% |
| 6M | -18.8% | -10.2% | -8.6% | -17.3% |
| YTD | -26.8% | -4.1% | -22.7% | -26.6% |
| 1Y | -39.3% | +4.0% | -43.2% | -40.2% |
| 3Y | -22.5% | +8.0% | -30.4% | -27.2% |
| All | -22.5% | +7.8% | -30.3% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling