+116.1%
PAAS vs AGI
+390.0%
-274.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.6% |
| 7D | +2.0% | +4.4% | -2.4% | -2.0% |
| 30D | -0.1% | +10.0% | -10.0% | -8.4% |
| 3M | +8.2% | +1.7% | +6.5% | +5.0% |
| 6M | -13.8% | -26.8% | +13.0% | +13.5% |
| YTD | -0.6% | -5.3% | +4.7% | +2.3% |
| 1Y | +44.0% | +11.5% | +32.5% | +27.6% |
| 3Y | +246.6% | +212.9% | +33.7% | +20.2% |
| 5Y | +116.1% | +388.8% | -272.7% | -49.9% |
| All | +116.1% | +390.0% | -274.0% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling