-27.2%
PDD vs TXT
+15.4%
-42.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.7% |
| 7D | -1.0% | -1.1% | +0.1% | -0.8% |
| 30D | -2.4% | +17.1% | -19.5% | -5.5% |
| 3M | -14.6% | -2.6% | -12.0% | -14.2% |
| 6M | -19.6% | -4.6% | -15.1% | -19.2% |
| YTD | -30.0% | -0.3% | -29.6% | -30.4% |
| 1Y | -42.5% | +5.9% | -48.4% | -43.6% |
| 3Y | -27.2% | +14.4% | -41.6% | -32.1% |
| All | -27.2% | +15.4% | -42.6% | -32.1% |
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