+207.9%
PDD vs TXT
+19.2%
+188.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -4.1% | -4.8% | +0.7% | -2.6% |
| 30D | -9.6% | -10.6% | +1.0% | -6.4% |
| 3M | -4.3% | -13.2% | +8.9% | -0.4% |
| 6M | -18.8% | -20.3% | +1.6% | -13.3% |
| YTD | -27.5% | -9.3% | -18.2% | -25.9% |
| 1Y | -33.6% | -2.7% | -30.9% | -33.8% |
| 3Y | -20.4% | +1.4% | -21.8% | -23.4% |
| 5Y | -19.6% | +9.6% | -29.1% | -24.8% |
| All | +207.9% | +19.2% | +188.7% | +243.4% |
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