-42.4%
PDD vs INSM
-36.4%
-6.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.5% |
| 7D | -3.8% | +9.8% | -13.6% | -4.2% |
| 30D | -2.4% | +22.5% | -24.9% | -3.2% |
| 3M | -12.7% | -8.9% | -3.8% | -12.7% |
| 6M | -20.0% | +16.2% | -36.3% | -20.3% |
| YTD | -30.3% | -30.6% | +0.3% | -29.6% |
| 1Y | -42.4% | -37.7% | -4.7% | -42.3% |
| All | -42.4% | -36.4% | -6.0% | -42.3% |
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