+282.3%
PAAS vs BTSG
+421.3%
-139.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.2% |
| 7D | +2.0% | +5.7% | -3.7% | +0.9% |
| 30D | -0.1% | +0.2% | -0.3% | -0.3% |
| 3M | +8.2% | +5.6% | +2.6% | +6.4% |
| 6M | -13.8% | +50.8% | -64.6% | -21.1% |
| YTD | -0.6% | +67.0% | -67.7% | -10.7% |
| 1Y | +44.0% | +145.5% | -101.5% | +21.3% |
| All | +282.3% | +421.3% | -139.0% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling