+17.4%
PM vs GWRE
-25.4%
+42.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -19.9% | +18.0% | -2.0% |
| 7D | -4.9% | -21.1% | +16.2% | -4.9% |
| 30D | -3.4% | +1.3% | -4.7% | -3.1% |
| 3M | +5.2% | +7.4% | -2.3% | +4.6% |
| 6M | +3.7% | +5.6% | -1.9% | +3.7% |
| YTD | +15.8% | -19.2% | +35.0% | +15.3% |
| 1Y | +17.4% | -25.1% | +42.5% | +17.2% |
| All | +17.4% | -25.4% | +42.8% | +17.2% |
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