-37.6%
PDD vs INSM
-12.3%
-25.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -1.5% |
| 7D | -4.4% | +1.7% | -6.1% | -4.5% |
| 30D | -15.5% | -4.4% | -11.1% | -15.4% |
| 3M | -4.1% | +30.0% | -34.1% | -4.7% |
| 6M | -23.4% | -10.0% | -13.4% | -22.7% |
| YTD | -30.7% | -26.0% | -4.7% | -29.8% |
| 1Y | -37.6% | -12.5% | -25.1% | -36.7% |
| All | -37.6% | -12.3% | -25.3% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling