+149.9%
PR vs GWRE
+196.1%
-46.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -12.4% | -1.0% | -11.4% | -12.3% |
| 30D | -6.6% | -3.9% | -2.7% | -6.2% |
| 3M | +7.5% | -5.7% | +13.2% | +6.8% |
| 6M | +10.8% | +16.2% | -5.4% | +2.2% |
| YTD | +57.0% | -20.0% | +77.0% | +58.6% |
| 1Y | +67.9% | -26.2% | +94.2% | +73.7% |
| 3Y | +87.6% | +79.5% | +8.1% | +38.2% |
| 5Y | +220.4% | +25.8% | +194.5% | +160.2% |
| 10Y | +64.8% | +173.0% | -108.1% | +25.8% |
| All | +149.9% | +196.1% | -46.2% | +87.9% |
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 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