+47.9%
PFG vs GWRE
-24.5%
+72.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.9% | -1.8% | +3.7% |
| 7D | +4.9% | +2.2% | +2.7% | +4.7% |
| 30D | +5.7% | +4.5% | +1.1% | +5.2% |
| 3M | +2.6% | +6.4% | -3.9% | +2.0% |
| 6M | +19.8% | +18.8% | +1.0% | +17.7% |
| YTD | +36.3% | -15.1% | +51.4% | +35.2% |
| 1Y | +47.9% | -23.4% | +71.3% | +53.0% |
| All | +47.9% | -24.5% | +72.4% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling