+69.6%
PBR vs GWRE
-25.4%
+95.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -19.9% | +18.0% | -2.3% |
| 7D | +8.6% | -21.1% | +29.7% | +8.1% |
| 30D | +12.8% | +1.3% | +11.5% | +13.2% |
| 3M | +14.7% | +7.4% | +7.2% | +15.7% |
| 6M | +25.2% | +5.6% | +19.6% | +26.8% |
| YTD | +77.1% | -19.2% | +96.3% | +74.2% |
| 1Y | +69.6% | -25.1% | +94.7% | +66.5% |
| All | +69.6% | -25.4% | +95.0% | +66.5% |
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 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