+1,530.1%
PLD vs INSM
-21.1%
+1,551.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -2.4% | +6.5% | -8.9% | -2.7% |
| 30D | -2.4% | +27.5% | -30.0% | -3.9% |
| 3M | -3.8% | +20.4% | -24.2% | -5.0% |
| 6M | 0.0% | -15.7% | +15.8% | +0.2% |
| YTD | +9.2% | -27.4% | +36.7% | +10.2% |
| 1Y | +25.9% | -11.4% | +37.3% | +25.5% |
| 3Y | +21.3% | +457.8% | -436.5% | +7.5% |
| 5Y | +14.1% | +343.0% | -328.8% | +1.3% |
| 10Y | +237.9% | +848.1% | -610.3% | +176.6% |
| All | +1,530.1% | -21.1% | +1,551.2% | +1,114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling