+117.5%
PAAS vs IAG
+782.8%
-665.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.6% |
| 30D | +6.8% | +28.9% | -22.1% | -8.0% |
| 3M | -2.9% | +19.1% | -22.0% | -12.4% |
| 6M | -16.4% | -10.3% | -6.2% | -11.8% |
| YTD | 0.0% | +24.2% | -24.2% | -11.1% |
| 1Y | +54.3% | +116.5% | -62.2% | +2.5% |
| 3Y | +230.7% | +742.8% | -512.1% | +8.1% |
| All | +117.5% | +782.8% | -665.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling