-56.2%
PCG vs GWRE
+869.7%
-925.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -19.9% | +22.4% | +4.5% |
| 7D | -13.9% | -21.1% | +7.2% | -11.9% |
| 30D | -16.9% | +1.3% | -18.2% | -17.4% |
| 3M | -14.7% | +7.4% | -22.2% | -16.2% |
| 6M | -23.8% | +5.6% | -29.4% | -25.6% |
| YTD | -10.5% | -19.2% | +8.7% | -9.8% |
| 1Y | -5.1% | -25.1% | +20.0% | -3.9% |
| 3Y | -11.6% | +87.7% | -99.3% | -22.9% |
| 5Y | +59.0% | +32.0% | +27.0% | +43.4% |
| 10Y | -75.7% | +157.8% | -233.5% | -79.7% |
| All | -56.2% | +869.7% | -925.8% | -63.5% |
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