-39.8%
PCOR vs GWRE
+22.0%
-61.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.8% | +4.7% | +1.8% |
| 7D | -6.9% | -25.6% | +18.6% | +9.8% |
| 30D | -1.5% | -12.2% | +10.7% | +4.5% |
| 3M | +18.5% | +17.7% | +0.8% | +2.3% |
| 6M | -4.7% | -11.3% | +6.7% | -2.0% |
| YTD | -22.8% | -25.5% | +2.8% | -11.8% |
| 1Y | -20.7% | -42.8% | +22.1% | +6.9% |
| 3Y | -14.6% | +59.0% | -73.6% | -54.3% |
| All | -39.8% | +22.0% | -61.9% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling