+201.5%
PDD vs IRM
+380.9%
-179.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -3.8% |
| 7D | -1.4% | -3.8% | +2.3% | -1.0% |
| 30D | -1.0% | -3.2% | +2.2% | -0.8% |
| 3M | -12.3% | -7.8% | -4.5% | -11.4% |
| 6M | -18.5% | -12.7% | -5.8% | -17.1% |
| YTD | -29.0% | +36.7% | -65.7% | -34.2% |
| 1Y | -40.7% | +10.0% | -50.8% | -42.7% |
| 3Y | -25.7% | +107.2% | -132.9% | -39.0% |
| 5Y | -3.3% | +181.6% | -184.8% | -25.6% |
| All | +201.5% | +380.9% | -179.4% | +115.9% |
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