-13.6%
PDD vs IRM
+187.5%
-201.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -4.9% | +6.8% | -11.7% | -6.3% |
| 30D | -3.0% | +2.6% | -5.7% | -4.0% |
| 3M | -6.2% | -9.5% | +3.3% | -4.5% |
| 6M | -20.7% | -8.5% | -12.2% | -19.9% |
| YTD | -30.4% | +40.3% | -70.6% | -37.9% |
| 1Y | -41.3% | +28.7% | -70.0% | -46.4% |
| 3Y | -27.7% | +111.8% | -139.5% | -49.8% |
| All | -13.6% | +187.5% | -201.0% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling