-38.5%
PCOR vs GWRE
+47.9%
-86.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.0% | +1.3% | -0.6% |
| 7D | -9.0% | -26.2% | +17.2% | +7.7% |
| 30D | -7.0% | -17.8% | +10.8% | +2.7% |
| 3M | +18.3% | +14.2% | +4.1% | +4.3% |
| 6M | -7.8% | -12.9% | +5.1% | -4.2% |
| YTD | -25.6% | -29.2% | +3.7% | -12.4% |
| 1Y | -22.7% | -44.4% | +21.7% | +5.5% |
| 3Y | -17.7% | +51.1% | -68.8% | -53.5% |
| 5Y | -42.0% | +16.5% | -58.6% | -59.2% |
| All | -38.5% | +47.9% | -86.4% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling