+197.9%
PAAS vs BG
+107.5%
+90.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -7.0% | +1.5% | -8.5% | -7.3% |
| 30D | -15.3% | -7.0% | -8.2% | -14.1% |
| 3M | -27.7% | -10.0% | -17.8% | -26.5% |
| 6M | -40.5% | -19.8% | -20.7% | -38.2% |
| YTD | -26.5% | +14.3% | -40.8% | -29.3% |
| 1Y | -0.8% | +6.5% | -7.3% | -3.2% |
| 3Y | +196.9% | +4.4% | +192.6% | +187.0% |
| 5Y | +49.2% | +20.2% | +29.0% | +38.5% |
| All | +197.9% | +107.5% | +90.4% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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