+197.4%
PDD vs IRM
+380.6%
-183.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.0% | -5.1% | +4.1% | -0.3% |
| 30D | -2.4% | -3.3% | +0.9% | -2.1% |
| 3M | -14.6% | -8.2% | -6.5% | -13.7% |
| 6M | -19.6% | -12.8% | -6.9% | -18.2% |
| YTD | -30.0% | +36.6% | -66.6% | -35.1% |
| 1Y | -42.5% | +11.9% | -54.4% | -44.6% |
| 3Y | -27.2% | +105.1% | -132.3% | -40.1% |
| 5Y | -8.2% | +182.4% | -190.6% | -29.4% |
| All | +197.4% | +380.6% | -183.2% | +113.0% |
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