+1,269.9%
PAAS vs GAP
+694.1%
+575.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -2.9% | -4.5% | +1.6% | -2.5% |
| 30D | +6.8% | +9.0% | -2.2% | +5.8% |
| 3M | -2.9% | +5.0% | -7.9% | -3.5% |
| 6M | -16.4% | -17.8% | +1.4% | -15.5% |
| YTD | 0.0% | -10.4% | +10.4% | +0.3% |
| 1Y | +54.3% | -3.4% | +57.7% | +53.6% |
| 3Y | +230.7% | +111.5% | +119.2% | +199.8% |
| 5Y | +111.6% | +8.8% | +102.8% | +97.7% |
| 10Y | +211.7% | +32.9% | +178.8% | +165.8% |
| All | +1,269.9% | +694.1% | +575.8% | +882.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling