+196.2%
PAAS vs AGI
+389.5%
-193.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -8.9% | -10.1% | +1.2% | -1.2% |
| 30D | -11.4% | -6.5% | -4.9% | -7.1% |
| 3M | -20.4% | -12.8% | -7.6% | -11.8% |
| 6M | -40.7% | -34.3% | -6.4% | -18.9% |
| YTD | -26.9% | -25.6% | -1.3% | -8.6% |
| 1Y | -3.1% | -14.2% | +11.2% | +9.7% |
| 3Y | +199.3% | +127.3% | +72.0% | +71.9% |
| 5Y | +48.3% | +241.8% | -193.5% | -34.9% |
| All | +196.2% | +389.5% | -193.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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