+59.3%
PBF vs GWRE
+50.1%
+9.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +5.3% | -13.2% | +18.6% | +7.1% |
| 30D | +11.7% | -18.6% | +30.3% | +14.0% |
| 3M | +91.1% | +18.9% | +72.2% | +83.3% |
| 6M | +88.4% | -11.0% | +99.4% | +86.7% |
| YTD | +194.1% | -29.9% | +223.9% | +200.4% |
| 1Y | +180.4% | -44.3% | +224.8% | +197.2% |
| 3Y | +59.3% | +51.7% | +7.6% | +24.5% |
| All | +59.3% | +50.1% | +9.2% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling