-3.1%
PAAS vs GNRC
+18.7%
-21.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -8.9% | +7.9% | -16.8% | -10.6% |
| 30D | -11.4% | -3.7% | -7.7% | -11.2% |
| 3M | -20.4% | -11.9% | -8.5% | -18.7% |
| 6M | -40.7% | -28.6% | -12.1% | -36.7% |
| YTD | -26.9% | +39.9% | -66.8% | -33.3% |
| 1Y | -3.1% | +23.4% | -26.4% | -9.6% |
| All | -3.1% | +18.7% | -21.8% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling