+54.6%
PPL vs GWRE
+129.6%
-75.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | 0.0% |
| 7D | -1.8% | -30.9% | +29.2% | +1.4% |
| 30D | -2.2% | -20.7% | +18.5% | -0.5% |
| 3M | -3.1% | +20.2% | -23.2% | -5.6% |
| 6M | -8.1% | -11.9% | +3.7% | -8.3% |
| YTD | 0.0% | -30.3% | +30.3% | +2.3% |
| 1Y | -1.3% | -44.6% | +43.3% | +3.7% |
| 3Y | +52.7% | +48.8% | +3.9% | +36.3% |
| 5Y | +37.4% | +14.8% | +22.6% | +25.7% |
| All | +54.6% | +129.6% | -75.0% | +25.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling