+111.0%
PBF vs GWRE
-24.5%
+135.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.9% | -12.6% | -7.0% |
| 7D | -0.9% | +2.2% | -3.1% | -1.0% |
| 30D | -13.7% | +4.5% | -18.2% | -13.9% |
| 3M | +10.6% | +6.4% | +4.2% | +10.1% |
| 6M | +61.2% | +18.8% | +42.3% | +55.6% |
| YTD | +172.7% | -15.1% | +187.8% | +147.9% |
| 1Y | +111.0% | -23.4% | +134.4% | +103.7% |
| All | +111.0% | -24.5% | +135.5% | +103.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling