+107.2%
PFGC vs GWRE
+15.1%
+92.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.8% | -13.2% | +8.5% | -2.7% |
| 30D | -12.5% | -18.6% | +6.0% | -10.4% |
| 3M | -9.7% | +18.9% | -28.6% | -13.5% |
| 6M | +7.0% | -11.0% | +18.0% | +6.6% |
| YTD | +4.5% | -29.9% | +34.4% | +9.5% |
| 1Y | -11.6% | -44.3% | +32.8% | -2.1% |
| 3Y | +58.5% | +51.7% | +6.8% | +25.6% |
| All | +107.2% | +15.1% | +92.2% | +69.1% |
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