-23.8%
PDD vs INSM
+342.6%
-366.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.9% |
| 7D | -4.1% | +2.8% | -6.9% | -4.4% |
| 30D | -13.1% | -4.7% | -8.4% | -12.7% |
| 3M | -3.5% | +32.6% | -36.1% | -6.9% |
| 6M | -21.8% | -10.9% | -10.9% | -21.8% |
| YTD | -29.7% | -28.2% | -1.4% | -28.1% |
| 1Y | -36.2% | -14.9% | -21.4% | -36.3% |
| 3Y | -16.4% | +375.6% | -391.9% | -34.7% |
| 5Y | -23.8% | +349.1% | -372.9% | -45.0% |
| All | -23.8% | +342.6% | -366.4% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling