+662.0%
PBR vs GWRE
+131.0%
+531.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +5.4% | -13.2% | +18.6% | +8.1% |
| 30D | +22.9% | -18.6% | +41.5% | +26.7% |
| 3M | +19.6% | +18.9% | +0.7% | +12.8% |
| 6M | +16.5% | -11.0% | +27.4% | +15.5% |
| YTD | +86.7% | -29.9% | +116.5% | +94.8% |
| 1Y | +74.7% | -44.3% | +119.1% | +92.7% |
| 3Y | +102.6% | +51.7% | +50.9% | +58.7% |
| 5Y | +566.6% | +15.4% | +551.1% | +474.7% |
| All | +662.0% | +131.0% | +531.0% | +395.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling