+198.7%
PDD vs IRM
+399.7%
-201.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -4.1% | +1.6% | -5.7% | -4.4% |
| 30D | -13.1% | -4.2% | -8.9% | -12.5% |
| 3M | -3.5% | -5.4% | +1.9% | -2.9% |
| 6M | -21.8% | +12.0% | -33.8% | -24.0% |
| YTD | -29.7% | +42.0% | -71.7% | -35.0% |
| 1Y | -36.2% | +29.9% | -66.1% | -40.2% |
| 3Y | -16.4% | +104.4% | -120.7% | -30.8% |
| 5Y | -23.8% | +191.0% | -214.9% | -41.5% |
| All | +198.7% | +399.7% | -201.0% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling