+213.5%
PAAS vs GWRE
+131.0%
+82.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.9% | -13.2% | +11.3% | +0.8% |
| 30D | -3.6% | -18.6% | +15.0% | -0.3% |
| 3M | +8.6% | +18.9% | -10.3% | +2.3% |
| 6M | -16.7% | -11.0% | -5.7% | -17.1% |
| YTD | -1.9% | -29.9% | +28.0% | +2.8% |
| 1Y | +38.0% | -44.3% | +82.3% | +52.8% |
| 3Y | +234.9% | +51.7% | +183.3% | +183.6% |
| 5Y | +119.5% | +15.4% | +104.0% | +90.1% |
| All | +213.5% | +131.0% | +82.5% | +160.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling