+196.7%
PAAS vs GWRE
+869.7%
-673.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -19.9% | +17.5% | +0.9% |
| 7D | -2.9% | -21.1% | +18.2% | +0.6% |
| 30D | +6.8% | +1.3% | +5.5% | +5.9% |
| 3M | -2.9% | +7.4% | -10.3% | -5.3% |
| 6M | -16.4% | +5.6% | -22.0% | -19.1% |
| YTD | 0.0% | -19.2% | +19.2% | +1.4% |
| 1Y | +54.3% | -25.1% | +79.5% | +58.0% |
| 3Y | +230.7% | +87.7% | +143.0% | +184.1% |
| 5Y | +111.6% | +32.0% | +79.6% | +87.4% |
| 10Y | +211.7% | +157.8% | +53.9% | +154.3% |
| All | +196.7% | +869.7% | -673.0% | +108.9% |
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