+182.8%
PAAS vs BTSG
+495.4%
-312.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.9% |
| 7D | -7.0% | +8.5% | -15.5% | -8.4% |
| 30D | -15.3% | +14.0% | -29.3% | -17.4% |
| 3M | -27.7% | +19.7% | -47.5% | -30.4% |
| 6M | -40.5% | +28.7% | -69.2% | -43.8% |
| YTD | -26.5% | +90.8% | -117.3% | -35.7% |
| 1Y | -0.8% | +112.4% | -113.2% | -14.7% |
| All | +182.8% | +495.4% | -312.6% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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