-23.7%
PDD vs IRM
+189.3%
-213.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -9.6% | -8.1% | -1.5% | -7.9% |
| 3M | -4.3% | -9.7% | +5.4% | -2.4% |
| 6M | -18.8% | +10.0% | -28.8% | -21.6% |
| YTD | -27.5% | +43.0% | -70.5% | -35.2% |
| 1Y | -33.6% | +32.7% | -66.3% | -39.7% |
| 3Y | -20.4% | +102.7% | -123.1% | -42.5% |
| All | -23.7% | +189.3% | -213.0% | -51.0% |
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 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