-23.7%
PDD vs TXT
+10.4%
-34.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.1% | -4.8% | +0.7% | -1.8% |
| 30D | -9.6% | -10.6% | +1.0% | -4.7% |
| 3M | -4.3% | -13.2% | +8.9% | +1.6% |
| 6M | -18.8% | -20.3% | +1.6% | -10.3% |
| YTD | -27.5% | -9.3% | -18.2% | -25.4% |
| 1Y | -33.6% | -2.7% | -30.9% | -34.5% |
| 3Y | -20.4% | +1.4% | -21.8% | -28.0% |
| All | -23.7% | +10.4% | -34.1% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling