+53.3%
PCG vs GWRE
+14.4%
+38.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | +0.5% | -30.9% | +31.4% | +2.6% |
| 30D | -18.9% | -20.7% | +1.8% | -18.0% |
| 3M | -15.8% | +20.2% | -36.0% | -17.7% |
| 6M | -22.6% | -11.9% | -10.7% | -22.7% |
| YTD | -12.2% | -30.3% | +18.1% | -10.2% |
| 1Y | -7.1% | -44.6% | +37.6% | -2.4% |
| 3Y | -15.8% | +48.8% | -64.6% | -25.8% |
| 5Y | +53.3% | +14.8% | +38.6% | +47.1% |
| All | +53.3% | +14.4% | +38.9% | +47.1% |
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 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