-5.3%
PG vs GWRE
-25.4%
+20.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -19.9% | +19.6% | -1.0% |
| 7D | +1.9% | -21.1% | +22.9% | +1.1% |
| 30D | -0.2% | +1.3% | -1.5% | +0.1% |
| 3M | +4.8% | +7.4% | -2.6% | +4.7% |
| 6M | -6.1% | +5.6% | -11.7% | -5.9% |
| YTD | +4.5% | -19.2% | +23.7% | +6.0% |
| 1Y | -5.3% | -25.1% | +19.8% | -3.5% |
| All | -5.3% | -25.4% | +20.1% | -3.5% |
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 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