+118.3%
PAAS vs GNRC
+2,151.7%
-2,033.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | -7.0% | +11.9% | -19.0% | -8.9% |
| 30D | -15.3% | -10.0% | -5.3% | -14.0% |
| 3M | -27.7% | -13.1% | -14.7% | -26.4% |
| 6M | -40.5% | -28.5% | -12.0% | -37.6% |
| YTD | -26.5% | +41.4% | -67.9% | -31.9% |
| 1Y | -0.8% | +18.8% | -19.5% | -5.5% |
| 3Y | +196.9% | +86.3% | +110.7% | +156.8% |
| 5Y | +49.2% | -56.8% | +106.0% | +53.6% |
| 10Y | +199.4% | +382.1% | -182.7% | +110.2% |
| All | +118.3% | +2,151.7% | -2,033.4% | +10.1% |
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