-44.6%
PNR vs GWRE
-25.4%
-19.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -19.9% | +20.3% | +1.1% |
| 7D | -2.4% | -21.1% | +18.7% | -1.6% |
| 30D | -12.8% | +1.3% | -14.1% | -13.0% |
| 3M | -17.0% | +7.4% | -24.4% | -17.8% |
| 6M | -37.4% | +5.6% | -43.0% | -37.7% |
| YTD | -41.6% | -19.2% | -22.4% | -41.7% |
| 1Y | -44.6% | -25.1% | -19.5% | -44.5% |
| All | -44.6% | -25.4% | -19.2% | -44.5% |
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