+150.7%
PFE vs GWRE
+793.8%
-643.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.5% | -1.5% |
| 7D | -2.7% | -25.6% | +22.9% | +0.1% |
| 30D | +3.8% | -12.2% | +16.1% | +4.9% |
| 3M | +10.4% | +17.7% | -7.3% | +7.7% |
| 6M | +6.3% | -11.3% | +17.6% | +6.2% |
| YTD | +17.4% | -25.5% | +42.9% | +19.2% |
| 1Y | +21.1% | -42.8% | +64.0% | +26.6% |
| 3Y | -1.6% | +59.0% | -60.6% | -10.5% |
| 5Y | -22.2% | +21.6% | -43.7% | -27.9% |
| 10Y | +32.9% | +139.2% | -106.3% | +10.5% |
| All | +150.7% | +793.8% | -643.1% | +89.4% |
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