+137.1%
PH vs GWRE
+49.2%
+87.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -3.1% | -30.9% | +27.8% | -0.9% |
| 30D | -11.8% | -20.7% | +8.9% | -10.7% |
| 3M | +6.9% | +20.2% | -13.2% | +4.2% |
| 6M | -1.3% | -11.9% | +10.6% | -0.8% |
| YTD | +7.0% | -30.3% | +37.3% | +13.0% |
| 1Y | +23.1% | -44.6% | +67.7% | +37.5% |
| All | +137.1% | +49.2% | +87.9% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling