-23.1%
PPG vs GWRE
+15.1%
-38.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -6.2% | -13.2% | +7.0% | -4.2% |
| 30D | -7.9% | -18.6% | +10.6% | -5.8% |
| 3M | -10.2% | +18.9% | -29.1% | -14.2% |
| 6M | +2.7% | -11.0% | +13.6% | +2.1% |
| YTD | +4.9% | -29.9% | +34.8% | +9.7% |
| 1Y | -3.2% | -44.3% | +41.2% | +7.3% |
| 3Y | -17.0% | +51.7% | -68.7% | -34.7% |
| All | -23.1% | +15.1% | -38.1% | -38.4% |
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