-34.1%
PCOR vs GWRE
+68.9%
-102.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -19.9% | +15.7% | +8.1% |
| 7D | -9.0% | -21.1% | +12.1% | +3.7% |
| 30D | +4.2% | +1.3% | +2.9% | +1.0% |
| 3M | +14.4% | +7.4% | +7.0% | +5.1% |
| 6M | +0.2% | +5.6% | -5.4% | -7.8% |
| YTD | -20.3% | -19.2% | -1.1% | -13.4% |
| 1Y | -16.1% | -25.1% | +9.0% | -7.0% |
| 3Y | -14.7% | +87.7% | -102.4% | -59.3% |
| 5Y | -43.2% | +32.0% | -75.2% | -63.1% |
| All | -34.1% | +68.9% | -102.9% | -53.1% |
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 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