+116.1%
PAAS vs BG
+84.8%
+31.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.6% |
| 7D | +2.0% | +2.4% | -0.4% | +1.5% |
| 30D | -0.1% | +15.0% | -15.1% | -3.3% |
| 3M | +8.2% | -0.7% | +8.9% | +8.0% |
| 6M | -13.8% | +7.5% | -21.3% | -16.0% |
| YTD | -0.6% | +41.6% | -42.2% | -9.1% |
| 1Y | +44.0% | +50.7% | -6.7% | +29.6% |
| 3Y | +246.6% | +20.3% | +226.3% | +225.1% |
| 5Y | +116.1% | +85.2% | +30.8% | +89.1% |
| All | +116.1% | +84.8% | +31.3% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling