+66.2%
PWR vs GWRE
-25.4%
+91.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -19.9% | +20.6% | -2.9% |
| 7D | +3.6% | -21.1% | +24.7% | -0.4% |
| 30D | -8.6% | +1.3% | -9.9% | -7.4% |
| 3M | -13.2% | +7.4% | -20.6% | -9.8% |
| 6M | +9.9% | +5.6% | +4.3% | +15.5% |
| YTD | +48.0% | -19.2% | +67.2% | +56.2% |
| 1Y | +66.2% | -25.1% | +91.3% | +76.6% |
| All | +66.2% | -25.4% | +91.6% | +76.6% |
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