+217.6%
PAAS vs BTSG
+476.3%
-258.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.4% |
| 7D | +8.8% | +4.4% | +4.5% | +8.0% |
| 30D | -8.5% | +8.5% | -16.9% | -9.9% |
| 3M | -17.0% | +10.8% | -27.8% | -18.9% |
| 6M | -27.9% | +26.1% | -54.0% | -31.7% |
| YTD | -17.5% | +84.6% | -102.1% | -27.3% |
| 1Y | +22.8% | +108.7% | -85.8% | +6.0% |
| All | +217.6% | +476.3% | -258.7% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling