+14.1%
AGG vs PAAS
+230.4%
-216.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -1.1% | -1.9% | +0.9% | -1.0% |
| 30D | -1.1% | -3.6% | +2.4% | -1.1% |
| 3M | -1.9% | +8.6% | -10.5% | -2.3% |
| 6M | -1.7% | -16.7% | +15.0% | -1.4% |
| YTD | -1.3% | -1.9% | +0.6% | -1.6% |
| 1Y | -0.7% | +38.0% | -38.8% | -2.3% |
| 3Y | +12.5% | +234.9% | -222.5% | +6.6% |
| 5Y | -2.5% | +119.5% | -121.9% | -7.0% |
| All | +14.1% | +230.4% | -216.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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