+196.2%
PAAS vs GNRC
+372.1%
-175.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -8.9% | +7.9% | -16.8% | -10.3% |
| 30D | -11.4% | -3.7% | -7.7% | -11.1% |
| 3M | -20.4% | -11.9% | -8.5% | -19.1% |
| 6M | -40.7% | -28.6% | -12.1% | -37.5% |
| YTD | -26.9% | +39.9% | -66.8% | -32.7% |
| 1Y | -3.1% | +23.4% | -26.4% | -8.8% |
| 3Y | +199.3% | +84.2% | +115.0% | +155.5% |
| 5Y | +48.3% | -57.3% | +105.6% | +52.1% |
| All | +196.2% | +372.1% | -175.9% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling