+246.6%
PAAS vs BG
+20.0%
+226.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.4% |
| 7D | +2.0% | +2.4% | -0.4% | +1.6% |
| 30D | -0.1% | +15.0% | -15.1% | -2.9% |
| 3M | +8.2% | -0.7% | +8.9% | +8.2% |
| 6M | -13.8% | +7.5% | -21.3% | -15.8% |
| YTD | -0.6% | +41.6% | -42.2% | -8.3% |
| 1Y | +44.0% | +50.7% | -6.7% | +31.1% |
| 3Y | +246.6% | +20.3% | +226.3% | +232.1% |
| All | +246.6% | +20.0% | +226.6% | +232.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling