-25.0%
PDD vs GWRE
+14.4%
-39.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -4.6% | -30.9% | +26.3% | +5.3% |
| 30D | -14.0% | -20.7% | +6.7% | -9.5% |
| 3M | -4.9% | +20.2% | -25.0% | -13.3% |
| 6M | -25.8% | -11.9% | -13.9% | -26.4% |
| YTD | -31.4% | -30.3% | -1.0% | -26.1% |
| 1Y | -37.6% | -44.6% | +7.1% | -26.4% |
| 3Y | -18.4% | +48.8% | -67.1% | -49.5% |
| 5Y | -25.0% | +14.8% | -39.7% | -44.1% |
| All | -25.0% | +14.4% | -39.4% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling