+110.2%
PFG vs GWRE
+15.1%
+95.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.4% | -13.2% | +12.8% | +1.7% |
| 30D | +2.9% | -18.6% | +21.5% | +5.6% |
| 3M | +6.7% | +18.9% | -12.2% | +2.8% |
| 6M | +33.8% | -11.0% | +44.7% | +33.6% |
| YTD | +35.0% | -29.9% | +64.9% | +40.3% |
| 1Y | +46.4% | -44.3% | +90.8% | +59.0% |
| 3Y | +71.7% | +51.7% | +20.0% | +44.4% |
| All | +110.2% | +15.1% | +95.2% | +90.5% |
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