+86.2%
PR vs GWRE
+130.1%
-43.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +1.1% |
| 7D | -0.8% | -26.2% | +25.4% | +6.0% |
| 30D | +11.3% | -17.8% | +29.0% | +15.4% |
| 3M | +24.1% | +14.2% | +9.8% | +16.3% |
| 6M | +25.4% | -12.9% | +38.3% | +24.9% |
| YTD | +71.2% | -29.2% | +100.5% | +79.9% |
| 1Y | +78.6% | -44.4% | +123.0% | +101.9% |
| 3Y | +85.2% | +51.1% | +34.2% | +42.6% |
| 5Y | +419.0% | +16.5% | +402.5% | +327.4% |
| 10Y | +86.2% | +131.6% | -45.3% | +41.3% |
| All | +86.2% | +130.1% | -43.8% | +41.3% |
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