+343.4%
PBF vs GWRE
+365.3%
-21.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | +1.1% |
| 7D | +1.4% | -26.2% | +27.6% | +9.8% |
| 30D | +15.8% | -17.8% | +33.6% | +21.2% |
| 3M | +90.3% | +14.2% | +76.0% | +76.7% |
| 6M | +102.8% | -12.9% | +115.7% | +102.2% |
| YTD | +187.3% | -29.2% | +216.6% | +203.7% |
| 1Y | +161.8% | -44.4% | +206.3% | +199.5% |
| 3Y | +55.5% | +51.1% | +4.4% | +15.9% |
| 5Y | +801.9% | +16.5% | +785.4% | +623.4% |
| 10Y | +362.2% | +131.6% | +230.7% | +180.0% |
| All | +343.4% | +365.3% | -21.9% | +134.6% |
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