+199.0%
PAAS vs BTSG
+504.1%
-305.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.8% | -10.7% | -6.6% |
| 7D | +4.2% | +3.8% | +0.4% | +3.5% |
| 30D | -13.8% | +13.7% | -27.5% | -15.9% |
| 3M | -22.7% | +18.0% | -40.7% | -25.3% |
| 6M | -32.1% | +32.2% | -64.3% | -36.2% |
| YTD | -22.3% | +93.6% | -115.8% | -32.2% |
| 1Y | +7.7% | +115.9% | -108.3% | -7.7% |
| All | +199.0% | +504.1% | -305.0% | +119.7% |
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