+190.4%
TXN vs PDD
+196.6%
-6.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.2% |
| 7D | +2.7% | -4.4% | +7.1% | +3.2% |
| 30D | -6.7% | -15.5% | +8.8% | -5.1% |
| 3M | -8.9% | -4.1% | -4.9% | -8.6% |
| 6M | +34.7% | -23.4% | +58.1% | +38.2% |
| YTD | +53.3% | -30.7% | +84.0% | +58.9% |
| 1Y | +45.0% | -37.6% | +82.7% | +51.9% |
| 3Y | +73.1% | -17.5% | +90.7% | +71.1% |
| 5Y | +59.9% | -24.6% | +84.5% | +50.9% |
| All | +190.4% | +196.6% | -6.2% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling