+62.8%
PNR vs GWRE
+131.0%
-68.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -6.0% | -13.2% | +7.2% | -2.7% |
| 30D | -14.0% | -18.6% | +4.6% | -10.4% |
| 3M | -21.7% | +18.9% | -40.6% | -26.8% |
| 6M | -37.3% | -11.0% | -26.3% | -37.9% |
| YTD | -45.1% | -29.9% | -15.2% | -42.1% |
| 1Y | -49.1% | -44.3% | -4.8% | -42.5% |
| 3Y | -14.8% | +51.7% | -66.5% | -34.0% |
| 5Y | -21.0% | +15.4% | -36.5% | -35.6% |
| All | +62.8% | +131.0% | -68.1% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling