+239.0%
PG vs GWRE
+741.3%
-502.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -0.8% | -13.2% | +12.4% | +0.1% |
| 30D | +0.8% | -18.6% | +19.4% | +1.9% |
| 3M | -1.3% | +18.9% | -20.2% | -2.9% |
| 6M | -3.8% | -11.0% | +7.1% | -4.0% |
| YTD | +3.6% | -29.9% | +33.5% | +5.2% |
| 1Y | -5.7% | -44.3% | +38.6% | -2.6% |
| 3Y | +1.6% | +51.7% | -50.1% | -5.0% |
| 5Y | +14.6% | +15.4% | -0.8% | +8.5% |
| 10Y | +121.2% | +129.4% | -8.2% | +95.1% |
| All | +239.0% | +741.3% | -502.4% | +201.0% |
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