+67.4%
PENG vs GWRE
+27.1%
+40.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.5% |
| 7D | +34.6% | -4.4% | +39.0% | +35.7% |
| 30D | -35.9% | -3.5% | -32.5% | -36.0% |
| 3M | -14.7% | -7.6% | -7.1% | -15.9% |
| 6M | +13.5% | +21.8% | -8.3% | -1.8% |
| YTD | +156.1% | -20.4% | +176.5% | +159.4% |
| 1Y | +141.3% | -27.6% | +168.9% | +155.5% |
| 3Y | +223.4% | +75.7% | +147.8% | +85.6% |
| 5Y | +67.4% | +27.8% | +39.6% | +19.7% |
| All | +67.4% | +27.1% | +40.3% | +19.7% |
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