+78.6%
PR vs GWRE
-45.7%
+124.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | -0.2% |
| 7D | -0.8% | -26.2% | +25.4% | -0.9% |
| 30D | +11.3% | -17.8% | +29.0% | +11.4% |
| 3M | +24.1% | +14.2% | +9.8% | +24.4% |
| 6M | +25.4% | -12.9% | +38.3% | +26.6% |
| YTD | +71.2% | -29.2% | +100.5% | +63.9% |
| 1Y | +78.6% | -44.4% | +123.0% | +56.2% |
| All | +78.6% | -45.7% | +124.4% | +56.2% |
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