+199.3%
PAAS vs GWRE
+74.3%
+124.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -8.9% | -2.0% | -6.9% | -8.7% |
| 30D | -11.4% | -4.1% | -7.3% | -11.2% |
| 3M | -20.4% | -13.4% | -7.1% | -19.4% |
| 6M | -40.7% | +26.0% | -66.7% | -44.4% |
| YTD | -26.9% | -21.3% | -5.7% | -24.3% |
| 1Y | -3.1% | -27.5% | +24.4% | +2.6% |
| 3Y | +199.3% | +72.7% | +126.6% | +134.4% |
| All | +199.3% | +74.3% | +124.9% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling