+17.9%
PG vs GWRE
-24.6%
+42.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.2% |
| 7D | +4.1% | +4.5% | -0.5% | +4.2% |
| 30D | +13.3% | +1.7% | +11.6% | +13.5% |
| 3M | +14.6% | +4.4% | +10.2% | +15.3% |
| 6M | +17.0% | +19.5% | -2.6% | +18.2% |
| YTD | +20.0% | -16.7% | +36.7% | +21.8% |
| 1Y | +17.9% | -24.0% | +42.0% | +23.1% |
| All | +17.9% | -24.6% | +42.5% | +23.1% |
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 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