+98.3%
AGG vs PAAS
+590.6%
-492.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.1% |
| 7D | -0.2% | -2.9% | +2.7% | -0.1% |
| 30D | -0.4% | +6.8% | -7.2% | -0.5% |
| 3M | -0.7% | -2.9% | +2.2% | -0.7% |
| 6M | -1.5% | -16.4% | +14.9% | -1.4% |
| YTD | -0.3% | 0.0% | -0.3% | -0.5% |
| 1Y | +1.3% | +54.3% | -53.0% | +0.3% |
| 3Y | +13.2% | +230.7% | -217.4% | +10.1% |
| 5Y | -1.4% | +111.6% | -113.1% | -3.8% |
| 10Y | +14.9% | +211.7% | -196.9% | +10.6% |
| All | +98.3% | +590.6% | -492.3% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling