+143.4%
PEG vs GWRE
+131.0%
+12.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.9% | -13.2% | +12.4% | +0.4% |
| 30D | -3.7% | -18.6% | +14.9% | -2.3% |
| 3M | -7.3% | +18.9% | -26.2% | -9.8% |
| 6M | -10.5% | -11.0% | +0.5% | -10.8% |
| YTD | -7.5% | -29.9% | +22.4% | -5.2% |
| 1Y | -8.7% | -44.3% | +35.6% | -3.6% |
| 3Y | +31.4% | +51.7% | -20.3% | +17.8% |
| 5Y | +37.8% | +15.4% | +22.3% | +26.6% |
| All | +143.4% | +131.0% | +12.4% | +101.0% |
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