+24.1%
PPG vs GWRE
+131.0%
-106.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -6.2% | -13.2% | +7.0% | -3.6% |
| 30D | -7.9% | -18.6% | +10.6% | -5.0% |
| 3M | -10.2% | +18.9% | -29.1% | -15.2% |
| 6M | +2.7% | -11.0% | +13.6% | +1.7% |
| YTD | +4.9% | -29.9% | +34.8% | +9.6% |
| 1Y | -3.2% | -44.3% | +41.2% | +7.6% |
| 3Y | -17.0% | +51.7% | -68.7% | -34.1% |
| 5Y | -23.3% | +15.4% | -38.8% | -36.4% |
| All | +24.1% | +131.0% | -106.9% | -20.0% |
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