-70.4%
PSKY vs GWRE
+15.1%
-85.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -2.4% | -13.2% | +10.8% | +0.8% |
| 30D | +11.6% | -18.6% | +30.2% | +15.9% |
| 3M | +1.5% | +18.9% | -17.4% | -4.9% |
| 6M | +7.7% | -11.0% | +18.7% | +7.4% |
| YTD | -20.1% | -29.9% | +9.8% | -15.5% |
| 1Y | -38.3% | -44.3% | +6.1% | -30.6% |
| 3Y | -17.7% | +51.7% | -69.4% | -42.3% |
| All | -70.4% | +15.1% | -85.5% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling