+197.1%
PAAS vs GNRC
+2,087.1%
-1,890.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.8% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | +6.8% | -13.8% | +20.6% | +9.5% |
| 3M | -2.9% | -32.6% | +29.8% | +3.6% |
| 6M | -16.4% | -15.2% | -1.2% | -14.8% |
| YTD | 0.0% | +37.4% | -37.4% | -6.4% |
| 1Y | +54.3% | +5.1% | +49.2% | +50.4% |
| 3Y | +230.7% | +57.5% | +173.2% | +194.8% |
| 5Y | +111.6% | -58.7% | +170.3% | +120.2% |
| 10Y | +211.7% | +395.5% | -183.8% | +118.8% |
| All | +197.1% | +2,087.1% | -1,890.1% | +51.4% |
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