+36.8%
PPL vs GWRE
+15.9%
+20.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.3% |
| 7D | 0.0% | -26.2% | +26.2% | +1.2% |
| 30D | -1.3% | -17.8% | +16.5% | -0.7% |
| 3M | -2.6% | +14.2% | -16.8% | -3.6% |
| 6M | -8.4% | -12.9% | +4.5% | -8.4% |
| YTD | +0.2% | -29.2% | +29.4% | +1.5% |
| 1Y | -0.2% | -44.4% | +44.2% | +2.8% |
| 3Y | +52.9% | +51.1% | +1.8% | +41.2% |
| 5Y | +36.8% | +16.5% | +20.3% | +22.3% |
| All | +36.8% | +15.9% | +20.9% | +22.3% |
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