+24.5%
PH vs GWRE
-44.7%
+69.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.8% |
| 7D | -1.3% | -13.2% | +12.0% | -2.6% |
| 30D | -11.0% | -18.6% | +7.6% | -12.2% |
| 3M | +5.5% | +18.9% | -13.4% | +9.6% |
| 6M | +1.5% | -11.0% | +12.4% | +3.0% |
| YTD | +8.8% | -29.9% | +38.7% | +11.1% |
| 1Y | +24.5% | -44.3% | +68.8% | +27.9% |
| All | +24.5% | -44.7% | +69.1% | +27.9% |
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