+207.9%
PDD vs GWRE
+76.0%
+132.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -19.9% | +20.6% | +8.1% |
| 7D | -4.1% | -21.1% | +17.0% | +3.4% |
| 30D | -9.6% | +1.3% | -10.9% | -12.1% |
| 3M | -4.3% | +7.4% | -11.7% | -10.4% |
| 6M | -18.8% | +5.6% | -24.4% | -25.3% |
| YTD | -27.5% | -19.2% | -8.3% | -25.7% |
| 1Y | -33.6% | -25.1% | -8.5% | -30.9% |
| 3Y | -20.4% | +87.7% | -108.1% | -54.9% |
| 5Y | -19.6% | +32.0% | -51.6% | -45.0% |
| All | +207.9% | +76.0% | +132.0% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling