+55.3%
PPL vs GWRE
+66.3%
-11.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | 0.0% |
| 7D | +1.8% | -25.6% | +27.3% | +1.9% |
| 30D | -1.1% | -12.2% | +11.1% | -1.0% |
| 3M | 0.0% | +17.7% | -17.7% | -0.3% |
| 6M | -7.6% | -11.3% | +3.8% | -7.5% |
| YTD | +1.7% | -25.5% | +27.3% | +2.2% |
| 1Y | +1.5% | -42.8% | +44.4% | +2.7% |
| 3Y | +55.3% | +59.0% | -3.8% | +45.6% |
| All | +55.3% | +66.3% | -11.1% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling