-21.0%
PFE vs GWRE
+14.4%
-35.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -4.0% | -30.9% | +26.9% | -2.0% |
| 30D | +3.9% | -20.7% | +24.6% | +5.1% |
| 3M | +9.9% | +20.2% | -10.3% | +8.4% |
| 6M | +5.3% | -11.9% | +17.1% | +5.3% |
| YTD | +16.8% | -30.3% | +47.1% | +18.2% |
| 1Y | +20.4% | -44.6% | +65.1% | +23.7% |
| 3Y | -2.1% | +48.8% | -50.9% | -7.4% |
| 5Y | -21.0% | +14.8% | -35.7% | -28.3% |
| All | -21.0% | +14.4% | -35.4% | -28.3% |
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