+214.4%
PDD vs TXT
+28.5%
+185.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.7% |
| 7D | +5.9% | -2.5% | +8.4% | +6.7% |
| 30D | +7.1% | +12.8% | -5.8% | +2.9% |
| 3M | -7.7% | -3.6% | -4.1% | -6.9% |
| 6M | -13.2% | -6.9% | -6.3% | -12.0% |
| YTD | -26.0% | -2.2% | -23.8% | -26.3% |
| 1Y | -38.4% | +6.3% | -44.7% | -40.4% |
| 3Y | -21.1% | +10.3% | -31.4% | -26.2% |
| 5Y | +0.3% | +10.6% | -10.3% | -7.2% |
| All | +214.4% | +28.5% | +185.9% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling