+75.3%
PEP vs GWRE
+131.0%
-55.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.0% | -13.2% | +12.3% | +0.3% |
| 30D | -0.7% | -18.6% | +17.9% | +0.9% |
| 3M | -4.1% | +18.9% | -23.0% | -6.3% |
| 6M | -13.1% | -11.0% | -2.1% | -13.2% |
| YTD | -2.1% | -29.9% | +27.8% | +0.1% |
| 1Y | -1.7% | -44.3% | +42.7% | +3.2% |
| 3Y | -15.1% | +51.7% | -66.8% | -24.1% |
| 5Y | +3.1% | +15.4% | -12.3% | -4.6% |
| All | +75.3% | +131.0% | -55.7% | +43.0% |
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