+117.0%
PAAS vs GNRC
+2,127.0%
-2,010.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -8.9% | +7.9% | -16.8% | -10.2% |
| 30D | -11.4% | -3.7% | -7.7% | -11.1% |
| 3M | -20.4% | -11.9% | -8.5% | -19.2% |
| 6M | -40.7% | -28.6% | -12.1% | -37.8% |
| YTD | -26.9% | +39.9% | -66.8% | -32.2% |
| 1Y | -3.1% | +23.4% | -26.4% | -8.3% |
| 3Y | +199.3% | +84.2% | +115.0% | +159.3% |
| 5Y | +48.3% | -57.3% | +105.6% | +53.0% |
| 10Y | +197.6% | +376.8% | -179.2% | +109.4% |
| All | +117.0% | +2,127.0% | -2,010.1% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling