+183.6%
PAAS vs GAP
+67.6%
+116.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +1.8% |
| 7D | +8.4% | -3.8% | +12.2% | +8.8% |
| 30D | -7.2% | -9.0% | +1.9% | -6.4% |
| 3M | -14.0% | +5.5% | -19.5% | -14.6% |
| 6M | -26.8% | -11.1% | -15.7% | -26.4% |
| YTD | -19.8% | -13.6% | -6.2% | -19.3% |
| 1Y | +22.8% | -2.9% | +25.7% | +22.4% |
| 3Y | +183.6% | +69.6% | +114.0% | +161.4% |
| All | +183.6% | +67.6% | +116.1% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling