-20.3%
PNR vs GWRE
+15.1%
-35.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -6.0% | -13.2% | +7.2% | -3.1% |
| 30D | -14.0% | -18.6% | +4.6% | -10.9% |
| 3M | -21.7% | +18.9% | -40.6% | -26.4% |
| 6M | -37.3% | -11.0% | -26.3% | -37.7% |
| YTD | -45.1% | -29.9% | -15.2% | -41.9% |
| 1Y | -49.1% | -44.3% | -4.8% | -42.2% |
| 3Y | -14.8% | +51.7% | -66.5% | -36.4% |
| All | -20.3% | +15.1% | -35.4% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling