-13.6%
PDD vs GWRE
+26.4%
-39.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | -4.9% | -2.0% | -2.9% | -4.4% |
| 30D | -3.0% | -4.1% | +1.0% | -2.4% |
| 3M | -6.2% | -13.4% | +7.2% | -4.3% |
| 6M | -20.7% | +26.0% | -46.7% | -30.0% |
| YTD | -30.4% | -21.3% | -9.1% | -28.2% |
| 1Y | -41.3% | -27.5% | -13.8% | -37.5% |
| 3Y | -27.7% | +72.7% | -100.4% | -58.5% |
| All | -13.6% | +26.4% | -39.9% | -30.7% |
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