+78.7%
PR vs GWRE
+174.7%
-96.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.0% | +2.4% |
| 7D | -0.5% | -7.3% | +6.8% | +1.3% |
| 30D | -4.6% | -4.0% | -0.6% | -4.3% |
| 3M | +4.7% | -10.5% | +15.2% | +5.4% |
| 6M | +12.4% | +17.7% | -5.3% | +3.0% |
| YTD | +62.9% | -21.3% | +84.2% | +65.2% |
| 1Y | +70.6% | -28.0% | +98.6% | +77.7% |
| 3Y | +90.0% | +73.6% | +16.4% | +39.4% |
| 5Y | +255.5% | +26.1% | +229.4% | +185.7% |
| 10Y | +78.7% | +169.2% | -90.5% | +30.3% |
| All | +78.7% | +174.7% | -96.0% | +30.3% |
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 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