+670.7%
PAAS vs AGI
+4,416.0%
-3,745.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | 0.0% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -13.9% | -7.6% | -6.3% | -10.3% |
| 3M | -23.8% | -10.2% | -13.6% | -19.1% |
| 6M | -36.4% | -31.5% | -4.9% | -22.3% |
| YTD | -23.4% | -22.0% | -1.4% | -11.3% |
| 1Y | +5.6% | -7.9% | +13.5% | +13.0% |
| 3Y | +209.7% | +137.6% | +72.1% | +114.5% |
| 5Y | +55.6% | +256.7% | -201.2% | -9.2% |
| 10Y | +212.2% | +405.2% | -193.0% | +51.0% |
| All | +670.7% | +4,416.0% | -3,745.3% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling