+126.3%
PAAS vs BTG
+75.0%
+51.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +2.4% |
| 7D | +2.6% | +2.4% | +0.2% | +0.6% |
| 30D | +2.5% | +9.5% | -7.0% | -4.5% |
| 3M | +15.1% | +38.5% | -23.4% | -12.8% |
| 6M | -12.1% | +5.6% | -17.7% | -17.9% |
| YTD | +3.1% | +23.9% | -20.9% | -16.1% |
| 1Y | +50.8% | +32.1% | +18.7% | +15.3% |
| 3Y | +259.5% | +103.2% | +156.3% | +86.2% |
| 5Y | +126.3% | +79.7% | +46.6% | +28.4% |
| All | +126.3% | +75.0% | +51.3% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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