+32.8%
PFE vs GWRE
+131.0%
-98.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.6% | -13.2% | +10.7% | -1.2% |
| 30D | +5.4% | -18.6% | +23.9% | +7.2% |
| 3M | +7.8% | +18.9% | -11.1% | +5.1% |
| 6M | +5.0% | -11.0% | +16.0% | +4.9% |
| YTD | +17.1% | -29.9% | +47.0% | +19.7% |
| 1Y | +19.3% | -44.3% | +63.7% | +25.3% |
| 3Y | -0.9% | +51.7% | -52.6% | -10.5% |
| 5Y | -20.8% | +15.4% | -36.2% | -26.5% |
| All | +32.8% | +131.0% | -98.2% | +9.6% |
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