+211.0%
PDD vs IRM
+362.1%
-151.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | +5.6% | -8.6% | +14.2% | +7.1% |
| 30D | +5.8% | -8.0% | +13.7% | +7.1% |
| 3M | -8.6% | -12.0% | +3.4% | -6.9% |
| 6M | -18.8% | -18.2% | -0.7% | -16.4% |
| YTD | -26.8% | +31.4% | -58.1% | -31.6% |
| 1Y | -39.3% | +9.2% | -48.4% | -41.2% |
| 3Y | -22.5% | +94.6% | -117.1% | -35.6% |
| 5Y | -0.8% | +170.2% | -170.9% | -23.0% |
| All | +211.0% | +362.1% | -151.2% | +124.3% |
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