+211.0%
PDD vs TXT
+26.0%
+185.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.5% |
| 7D | +5.6% | -2.5% | +8.1% | +6.4% |
| 30D | +5.8% | +14.4% | -8.6% | +1.2% |
| 3M | -8.6% | -4.9% | -3.7% | -7.5% |
| 6M | -18.8% | -10.2% | -8.6% | -16.8% |
| YTD | -26.8% | -4.1% | -22.7% | -26.7% |
| 1Y | -39.3% | +4.0% | -43.2% | -40.8% |
| 3Y | -22.5% | +8.0% | -30.4% | -27.0% |
| 5Y | -0.8% | +8.4% | -9.2% | -7.7% |
| All | +211.0% | +26.0% | +185.0% | +239.8% |
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