+224.7%
PEP vs GWRE
+793.8%
-569.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.8% | +8.4% | +1.3% |
| 7D | +0.1% | -25.6% | +25.7% | +2.4% |
| 30D | +0.7% | -12.2% | +12.9% | +1.4% |
| 3M | -0.5% | +17.7% | -18.2% | -2.4% |
| 6M | -11.3% | -11.3% | 0.0% | -11.4% |
| YTD | -0.6% | -25.5% | +24.9% | +0.7% |
| 1Y | +1.7% | -42.8% | +44.5% | +5.6% |
| 3Y | -12.5% | +59.0% | -71.5% | -19.7% |
| 5Y | +3.9% | +21.6% | -17.7% | -3.1% |
| 10Y | +76.6% | +139.2% | -62.6% | +51.9% |
| All | +224.7% | +793.8% | -569.1% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling