+46.0%
PCOR vs GWRE
+71.3%
-25.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +1.4% |
| 7D | +20.7% | -3.5% | +24.2% | +23.1% |
| 30D | +35.7% | -7.1% | +42.7% | +40.5% |
| 3M | +31.1% | -10.1% | +41.1% | +35.5% |
| 6M | +43.1% | +12.3% | +30.8% | +31.2% |
| YTD | +4.8% | -22.7% | +27.5% | +9.6% |
| 1Y | -3.7% | -28.6% | +24.9% | +3.4% |
| All | +46.0% | +71.3% | -25.3% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling