+201.5%
PDD vs INSM
+371.4%
-169.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.2% |
| 7D | -1.4% | +6.2% | -7.7% | -2.2% |
| 30D | -1.0% | +15.4% | -16.5% | -3.0% |
| 3M | -12.3% | -11.4% | -0.8% | -11.2% |
| 6M | -18.5% | +14.6% | -33.1% | -21.1% |
| YTD | -29.0% | -33.3% | +4.3% | -26.7% |
| 1Y | -40.7% | -38.8% | -1.9% | -38.3% |
| 3Y | -25.7% | +395.7% | -421.4% | -48.2% |
| 5Y | -3.3% | +258.9% | -262.2% | -30.1% |
| All | +201.5% | +371.4% | -169.9% | +74.4% |
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