+72.9%
PBR vs GWRE
-24.5%
+97.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.9% | -12.9% | -7.0% |
| 7D | -11.0% | +2.2% | -13.2% | -11.0% |
| 30D | -18.8% | +4.5% | -23.3% | -18.6% |
| 3M | +7.8% | +6.4% | +1.4% | +8.2% |
| 6M | -7.6% | +18.8% | -26.4% | -6.8% |
| YTD | +72.7% | -15.1% | +87.8% | +71.0% |
| 1Y | +72.9% | -23.4% | +96.4% | +75.6% |
| All | +72.9% | -24.5% | +97.5% | +75.6% |
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 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