+194.4%
PDD vs INSM
+422.9%
-228.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -1.8% |
| 7D | -4.4% | +1.7% | -6.1% | -4.6% |
| 30D | -15.5% | -4.4% | -11.1% | -15.0% |
| 3M | -4.1% | +30.0% | -34.1% | -8.1% |
| 6M | -23.4% | -10.0% | -13.4% | -23.6% |
| YTD | -30.7% | -26.0% | -4.7% | -29.1% |
| 1Y | -37.6% | -12.5% | -25.1% | -38.1% |
| 3Y | -17.5% | +390.5% | -408.0% | -41.6% |
| 5Y | -24.6% | +357.7% | -382.3% | -47.5% |
| All | +194.4% | +422.9% | -228.5% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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