+249.9%
PLD vs INSM
+841.5%
-591.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.2% | -2.2% |
| 7D | -0.7% | +1.7% | -2.4% | -0.8% |
| 30D | -2.2% | -4.4% | +2.2% | -2.0% |
| 3M | -7.4% | +30.0% | -37.4% | -9.3% |
| 6M | +1.9% | -10.0% | +11.9% | +1.8% |
| YTD | +7.9% | -26.0% | +33.9% | +9.0% |
| 1Y | +25.1% | -12.5% | +37.6% | +24.7% |
| 3Y | +21.9% | +390.5% | -368.6% | +5.6% |
| 5Y | +16.3% | +357.7% | -341.4% | -0.6% |
| 10Y | +249.9% | +877.2% | -627.4% | +189.0% |
| All | +249.9% | +841.5% | -591.6% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 10y: compounded portfolio wealth divided by compounded INSM 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…
10y analysis · Full analysis span regression · 6 months rolling