+207.9%
PDD vs INSM
+412.7%
-204.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.1% | +6.5% | -10.6% | -4.9% |
| 30D | -9.6% | +27.5% | -37.1% | -13.0% |
| 3M | -4.3% | +20.4% | -24.6% | -7.5% |
| 6M | -18.8% | -15.7% | -3.0% | -18.3% |
| YTD | -27.5% | -27.4% | -0.1% | -25.7% |
| 1Y | -33.6% | -11.4% | -22.2% | -34.3% |
| 3Y | -20.4% | +457.8% | -478.2% | -45.9% |
| 5Y | -19.6% | +343.0% | -362.6% | -43.7% |
| All | +207.9% | +412.7% | -204.8% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling