+196.2%
PAAS vs GPN
+39.9%
+156.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.5% |
| 7D | -8.9% | -5.6% | -3.3% | -7.9% |
| 30D | -11.4% | +13.6% | -25.0% | -14.5% |
| 3M | -20.4% | -2.8% | -17.6% | -20.5% |
| 6M | -40.7% | +38.1% | -78.8% | -45.7% |
| YTD | -26.9% | +19.9% | -46.9% | -31.4% |
| 1Y | -3.1% | +23.4% | -26.5% | -9.7% |
| 3Y | +199.3% | -12.6% | +211.9% | +194.2% |
| 5Y | +48.3% | -26.6% | +74.9% | +48.7% |
| All | +196.2% | +39.9% | +156.3% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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