+575.9%
PCAR vs GWRE
+793.8%
-217.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.8% | +6.1% | -0.4% |
| 7D | 0.0% | -25.6% | +25.6% | +4.8% |
| 30D | -7.7% | -12.2% | +4.5% | -6.3% |
| 3M | +3.7% | +17.7% | -14.0% | -0.8% |
| 6M | +2.3% | -11.3% | +13.7% | +1.8% |
| YTD | +12.8% | -25.5% | +38.3% | +15.7% |
| 1Y | +27.8% | -42.8% | +70.6% | +38.4% |
| 3Y | +61.8% | +59.0% | +2.8% | +35.2% |
| 5Y | +168.2% | +21.6% | +146.6% | +132.6% |
| 10Y | +359.1% | +139.2% | +219.9% | +225.3% |
| All | +575.9% | +793.8% | -217.9% | +327.2% |
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