+593.2%
PFG vs GWRE
+749.2%
-156.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | +0.3% |
| 7D | +3.2% | -26.2% | +29.4% | +10.3% |
| 30D | +0.9% | -17.8% | +18.7% | +4.8% |
| 3M | +7.7% | +14.2% | -6.5% | +2.3% |
| 6M | +29.0% | -12.9% | +41.9% | +28.9% |
| YTD | +32.5% | -29.2% | +61.7% | +38.8% |
| 1Y | +47.3% | -44.4% | +91.7% | +64.3% |
| 3Y | +68.2% | +51.1% | +17.2% | +35.6% |
| 5Y | +108.5% | +16.5% | +92.0% | +76.3% |
| 10Y | +241.4% | +131.6% | +109.8% | +131.1% |
| All | +593.2% | +749.2% | -156.0% | +320.4% |
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