-13.3%
PCOR vs GWRE
+61.6%
-75.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +1.8% |
| 7D | +20.7% | -3.5% | +24.2% | +23.8% |
| 30D | +35.7% | -7.1% | +42.7% | +41.7% |
| 3M | +31.1% | -10.1% | +41.1% | +36.2% |
| 6M | +43.1% | +12.3% | +30.8% | +26.2% |
| YTD | +4.8% | -22.7% | +27.5% | +16.1% |
| 1Y | -3.7% | -28.6% | +24.9% | +11.9% |
| 3Y | +46.5% | +70.7% | -24.1% | -24.4% |
| 5Y | -17.3% | +24.4% | -41.7% | -44.2% |
| All | -13.3% | +61.6% | -75.0% | -37.1% |
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 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