-0.3%
PDD vs IRM
+168.2%
-168.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | +5.6% | -8.6% | +14.2% | +7.5% |
| 30D | +5.8% | -8.0% | +13.7% | +7.4% |
| 3M | -8.6% | -12.0% | +3.4% | -6.5% |
| 6M | -18.8% | -18.2% | -0.7% | -15.7% |
| YTD | -26.8% | +31.4% | -58.1% | -33.6% |
| 1Y | -39.3% | +9.2% | -48.4% | -42.1% |
| 3Y | -22.5% | +94.6% | -117.1% | -44.6% |
| All | -0.3% | +168.2% | -168.4% | -41.2% |
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 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