+196.2%
PAAS vs GWW
+658.3%
-462.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -8.9% | +3.6% | -12.5% | -9.4% |
| 30D | -11.4% | +12.1% | -23.5% | -13.0% |
| 3M | -20.4% | +12.9% | -33.3% | -22.0% |
| 6M | -40.7% | +19.3% | -60.0% | -42.5% |
| YTD | -26.9% | +48.7% | -75.7% | -31.5% |
| 1Y | -3.1% | +60.5% | -63.6% | -10.2% |
| 3Y | +199.3% | +93.3% | +106.0% | +165.8% |
| 5Y | +48.3% | +219.0% | -170.7% | +19.8% |
| All | +196.2% | +658.3% | -462.1% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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