+729.8%
PAAS vs AGI
+4,805.9%
-4,076.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.7% |
| 7D | +8.8% | +17.4% | -8.6% | +0.1% |
| 30D | -8.5% | -0.9% | -7.5% | -8.0% |
| 3M | -17.0% | -1.6% | -15.4% | -16.0% |
| 6M | -27.9% | -24.7% | -3.2% | -16.2% |
| YTD | -17.5% | -15.3% | -2.2% | -8.6% |
| 1Y | +22.8% | +5.5% | +17.3% | +22.6% |
| 3Y | +224.2% | +154.5% | +69.7% | +116.6% |
| 5Y | +73.6% | +310.6% | -237.0% | -5.5% |
| 10Y | +186.4% | +362.7% | -176.3% | +42.6% |
| All | +729.8% | +4,805.9% | -4,076.0% | +147.3% |
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