+120.8%
PAAS vs GWRE
+14.4%
+106.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -3.9% |
| 7D | -3.7% | -30.9% | +27.2% | +3.3% |
| 30D | -1.9% | -20.7% | +18.8% | +2.0% |
| 3M | +15.1% | +20.2% | -5.1% | +7.7% |
| 6M | -17.1% | -11.9% | -5.2% | -17.2% |
| YTD | -1.3% | -30.3% | +29.0% | +4.5% |
| 1Y | +41.1% | -44.6% | +85.7% | +59.1% |
| 3Y | +244.2% | +48.8% | +195.4% | +180.9% |
| 5Y | +120.8% | +14.8% | +106.1% | +81.5% |
| All | +120.8% | +14.4% | +106.4% | +81.5% |
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