+111.7%
PENG vs GWRE
+15.9%
+95.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | +0.8% |
| 7D | +7.3% | -26.2% | +33.5% | +14.5% |
| 30D | -7.5% | -17.8% | +10.3% | -4.6% |
| 3M | -17.2% | +14.2% | -31.5% | -25.8% |
| 6M | +176.7% | -12.9% | +189.6% | +170.5% |
| YTD | +161.0% | -29.2% | +190.3% | +176.3% |
| 1Y | +108.8% | -44.4% | +153.3% | +147.4% |
| 3Y | +109.8% | +51.1% | +58.7% | +30.2% |
| 5Y | +111.7% | +16.5% | +95.2% | +49.1% |
| All | +111.7% | +15.9% | +95.8% | +49.1% |
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 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