+207.9%
PDD vs IRM
+403.1%
-195.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -9.6% | -8.1% | -1.5% | -8.3% |
| 3M | -4.3% | -9.7% | +5.4% | -2.8% |
| 6M | -18.8% | +10.0% | -28.8% | -20.8% |
| YTD | -27.5% | +43.0% | -70.5% | -33.1% |
| 1Y | -33.6% | +32.7% | -66.3% | -38.0% |
| 3Y | -20.4% | +102.7% | -123.1% | -34.0% |
| 5Y | -19.6% | +187.6% | -207.2% | -38.2% |
| All | +207.9% | +403.1% | -195.2% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling