+85.5%
PR vs GWRE
+66.3%
+19.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.8% | +9.1% | +2.1% |
| 7D | -0.6% | -25.6% | +25.0% | +2.3% |
| 30D | +17.4% | -12.2% | +29.6% | +18.4% |
| 3M | +21.8% | +17.7% | +4.0% | +17.8% |
| 6M | +27.6% | -11.3% | +38.9% | +28.5% |
| YTD | +71.4% | -25.5% | +97.0% | +77.9% |
| 1Y | +78.3% | -42.8% | +121.2% | +96.2% |
| 3Y | +85.5% | +59.0% | +26.5% | +55.9% |
| All | +85.5% | +66.3% | +19.1% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling