+490.5%
PCAR vs GWRE
+844.6%
-354.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +4.9% | -2.0% | +6.9% | +5.3% |
| 30D | -1.4% | -4.1% | +2.6% | -0.9% |
| 3M | -18.1% | -13.4% | -4.8% | -17.0% |
| 6M | -4.0% | +26.0% | -30.0% | -10.5% |
| YTD | -1.5% | -21.3% | +19.8% | -0.4% |
| 1Y | +13.2% | -27.5% | +40.7% | +16.3% |
| 3Y | +35.8% | +72.7% | -36.9% | +11.2% |
| 5Y | +114.6% | +26.4% | +88.3% | +84.6% |
| 10Y | +289.6% | +169.3% | +120.3% | +168.5% |
| All | +490.5% | +844.6% | -354.1% | +268.0% |
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 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