+65.7%
PPL vs GWRE
+170.6%
-104.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -2.2% | -4.4% | +2.2% | -1.8% |
| 30D | +1.7% | -3.5% | +5.2% | +1.8% |
| 3M | +0.1% | -7.6% | +7.7% | +0.1% |
| 6M | -1.5% | +21.8% | -23.3% | -5.0% |
| YTD | +3.0% | -20.4% | +23.4% | +3.8% |
| 1Y | -1.4% | -27.6% | +26.2% | +0.4% |
| 3Y | +53.5% | +75.7% | -22.2% | +34.4% |
| 5Y | +46.4% | +27.8% | +18.6% | +32.8% |
| All | +65.7% | +170.6% | -104.9% | +32.5% |
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 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