+191.4%
PDD vs GWRE
+52.7%
+138.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -5.4% | -13.2% | +7.9% | -0.4% |
| 30D | -12.6% | -18.6% | +6.0% | -7.7% |
| 3M | -4.3% | +18.9% | -23.2% | -14.1% |
| 6M | -24.4% | -11.0% | -13.5% | -25.7% |
| YTD | -31.4% | -29.9% | -1.5% | -26.0% |
| 1Y | -38.1% | -44.3% | +6.2% | -26.1% |
| 3Y | -20.1% | +51.7% | -71.8% | -49.9% |
| 5Y | -25.0% | +15.4% | -40.4% | -46.2% |
| All | +191.4% | +52.7% | +138.8% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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