+542.7%
PBR vs GWRE
+15.1%
+527.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +5.4% | -13.2% | +18.6% | +5.6% |
| 30D | +22.9% | -18.6% | +41.5% | +23.2% |
| 3M | +19.6% | +18.9% | +0.7% | +18.8% |
| 6M | +16.5% | -11.0% | +27.4% | +16.7% |
| YTD | +86.7% | -29.9% | +116.5% | +88.0% |
| 1Y | +74.7% | -44.3% | +119.1% | +77.3% |
| 3Y | +102.6% | +51.7% | +50.9% | +99.5% |
| All | +542.7% | +15.1% | +527.6% | +611.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling