+116.7%
PAAS vs GWRE
+844.6%
-727.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -8.9% | -2.0% | -6.9% | -8.6% |
| 30D | -11.4% | -4.1% | -7.3% | -11.1% |
| 3M | -20.4% | -13.4% | -7.1% | -19.4% |
| 6M | -40.7% | +26.0% | -66.7% | -44.3% |
| YTD | -26.9% | -21.3% | -5.7% | -26.1% |
| 1Y | -3.1% | -27.5% | +24.4% | -0.5% |
| 3Y | +199.3% | +72.7% | +126.6% | +159.5% |
| 5Y | +48.3% | +26.4% | +21.9% | +31.4% |
| 10Y | +197.6% | +169.3% | +28.3% | +140.8% |
| All | +116.7% | +844.6% | -727.9% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling