+250.9%
PAAS vs GTLB
+1.9%
+249.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.5% |
| 7D | -2.9% | +11.1% | -13.9% | -4.0% |
| 30D | +6.8% | +37.8% | -31.0% | +2.9% |
| 3M | -2.9% | +61.6% | -64.5% | -8.2% |
| 6M | -16.4% | +98.9% | -115.4% | -23.3% |
| YTD | 0.0% | +32.8% | -32.7% | -3.1% |
| 1Y | +54.3% | +14.7% | +39.7% | +51.9% |
| All | +250.9% | +1.9% | +249.0% | +241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling