+69.5%
PR vs GWRE
-25.4%
+94.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -19.9% | +18.3% | -2.0% |
| 7D | +2.9% | -21.1% | +24.0% | +2.4% |
| 30D | +18.0% | +1.3% | +16.7% | +18.5% |
| 3M | +16.9% | +7.4% | +9.4% | +18.2% |
| 6M | +28.2% | +5.6% | +22.6% | +29.5% |
| YTD | +69.3% | -19.2% | +88.5% | +62.8% |
| 1Y | +69.5% | -25.1% | +94.7% | +62.2% |
| All | +69.5% | -25.4% | +94.9% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling