+215.4%
PAAS vs BG
+171.4%
+44.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.1% | -4.4% |
| 7D | -3.7% | +3.7% | -7.4% | -4.5% |
| 30D | -1.9% | +12.3% | -14.2% | -4.4% |
| 3M | +15.1% | -2.2% | +17.3% | +15.1% |
| 6M | -17.1% | +5.3% | -22.4% | -18.7% |
| YTD | -1.3% | +42.4% | -43.7% | -9.1% |
| 1Y | +41.1% | +55.2% | -14.1% | +27.3% |
| 3Y | +244.2% | +21.0% | +223.2% | +223.5% |
| 5Y | +120.8% | +87.1% | +33.7% | +87.4% |
| All | +215.4% | +171.4% | +44.0% | +119.0% |
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