+396.6%
PFGC vs GWRE
+171.2%
+225.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -4.8% | -30.9% | +26.1% | +3.7% |
| 30D | -17.2% | -20.7% | +3.5% | -13.3% |
| 3M | -6.3% | +20.2% | -26.5% | -12.8% |
| 6M | +8.8% | -11.9% | +20.7% | +7.9% |
| YTD | +4.9% | -30.3% | +35.2% | +10.7% |
| 1Y | -9.5% | -44.6% | +35.1% | +2.6% |
| 3Y | +59.6% | +48.8% | +10.8% | +20.8% |
| 5Y | +113.5% | +14.8% | +98.7% | +72.9% |
| 10Y | +292.8% | +128.1% | +164.7% | +146.7% |
| All | +396.6% | +171.2% | +225.4% | +197.5% |
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 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