+189.5%
PNR vs GWRE
+741.3%
-551.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -6.0% | -13.2% | +7.2% | -2.9% |
| 30D | -14.0% | -18.6% | +4.6% | -10.6% |
| 3M | -21.7% | +18.9% | -40.6% | -26.4% |
| 6M | -37.3% | -11.0% | -26.3% | -37.8% |
| YTD | -45.1% | -29.9% | -15.2% | -42.5% |
| 1Y | -49.1% | -44.3% | -4.8% | -43.4% |
| 3Y | -14.8% | +51.7% | -66.5% | -30.5% |
| 5Y | -21.0% | +15.4% | -36.5% | -32.8% |
| 10Y | +64.7% | +129.4% | -64.7% | +15.9% |
| All | +189.5% | +741.3% | -551.8% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling