+1,370.0%
PH vs GWRE
+749.2%
+620.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | +0.5% |
| 7D | 0.0% | -26.2% | +26.2% | +6.5% |
| 30D | -10.3% | -17.8% | +7.5% | -7.2% |
| 3M | +5.1% | +14.2% | -9.2% | -0.8% |
| 6M | +2.3% | -12.9% | +15.2% | +1.3% |
| YTD | +8.7% | -29.2% | +37.9% | +12.9% |
| 1Y | +26.8% | -44.4% | +71.2% | +40.8% |
| 3Y | +139.2% | +51.1% | +88.1% | +90.7% |
| 5Y | +251.1% | +16.5% | +234.6% | +193.7% |
| 10Y | +812.6% | +131.6% | +681.0% | +526.5% |
| All | +1,370.0% | +749.2% | +620.8% | +723.0% |
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