+155.7%
PPL vs GWRE
+869.7%
-714.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -19.9% | +19.9% | +1.6% |
| 7D | +2.7% | -21.1% | +23.8% | +4.4% |
| 30D | +0.5% | +1.3% | -0.8% | 0.0% |
| 3M | +0.7% | +7.4% | -6.8% | -0.6% |
| 6M | -7.6% | +5.6% | -13.2% | -9.1% |
| YTD | +1.8% | -19.2% | +21.0% | +2.5% |
| 1Y | -0.8% | -25.1% | +24.4% | +0.3% |
| 3Y | +56.9% | +87.7% | -30.8% | +41.9% |
| 5Y | +39.5% | +32.0% | +7.5% | +29.0% |
| 10Y | +55.4% | +157.8% | -102.4% | +33.8% |
| All | +155.7% | +869.7% | -714.0% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling