+124.7%
PENG vs GWRE
-24.5%
+149.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.9% | -15.0% | -7.8% |
| 7D | -20.5% | +2.2% | -22.7% | -19.9% |
| 30D | -20.4% | +4.5% | -24.9% | -19.2% |
| 3M | -16.4% | +6.4% | -22.8% | -14.2% |
| 6M | +49.2% | +18.8% | +30.4% | +58.8% |
| YTD | +147.2% | -15.1% | +162.3% | +147.8% |
| 1Y | +124.7% | -23.4% | +148.1% | +135.9% |
| All | +124.7% | -24.5% | +149.2% | +135.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling