-59.2%
PCG vs GWRE
+844.6%
-903.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +2.2% | -2.0% | +4.1% | +2.3% |
| 30D | +0.8% | -4.1% | +4.8% | +1.0% |
| 3M | -23.8% | -13.4% | -10.4% | -23.3% |
| 6M | -19.6% | +26.0% | -45.6% | -23.1% |
| YTD | -16.7% | -21.3% | +4.6% | -16.2% |
| 1Y | -19.4% | -27.5% | +8.1% | -18.0% |
| 3Y | -18.3% | +72.7% | -91.0% | -28.1% |
| 5Y | +10.4% | +26.4% | -15.9% | -0.3% |
| 10Y | -76.1% | +169.3% | -245.4% | -80.1% |
| All | -59.2% | +844.6% | -903.8% | -66.1% |
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 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