+169.5%
PR vs GWRE
+199.0%
-29.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -19.9% | +18.3% | +3.2% |
| 7D | +2.9% | -21.1% | +24.0% | +8.3% |
| 30D | +18.0% | +1.3% | +16.7% | +16.3% |
| 3M | +16.9% | +7.4% | +9.4% | +12.1% |
| 6M | +28.2% | +5.6% | +22.6% | +21.6% |
| YTD | +69.3% | -19.2% | +88.5% | +72.4% |
| 1Y | +69.5% | -25.1% | +94.7% | +74.0% |
| 3Y | +81.7% | +87.7% | -6.0% | +32.7% |
| 5Y | +422.2% | +32.0% | +390.2% | +320.5% |
| 10Y | +110.4% | +157.8% | -47.4% | +60.3% |
| All | +169.5% | +199.0% | -29.5% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling