-14.8%
PNR vs GWRE
+50.1%
-64.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -6.0% | -13.2% | +7.2% | -4.3% |
| 30D | -14.0% | -18.6% | +4.6% | -12.2% |
| 3M | -21.7% | +18.9% | -40.6% | -24.4% |
| 6M | -37.3% | -11.0% | -26.3% | -37.2% |
| YTD | -45.1% | -29.9% | -15.2% | -42.7% |
| 1Y | -49.1% | -44.3% | -4.8% | -44.2% |
| 3Y | -14.8% | +51.7% | -66.5% | -30.8% |
| All | -14.8% | +50.1% | -64.9% | -30.8% |
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