+645.9%
PAAS vs IAG
+337.4%
+308.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.2% | -5.7% | -3.1% |
| 7D | +8.4% | +21.4% | -13.0% | -4.2% |
| 30D | -7.2% | +4.0% | -11.2% | -9.7% |
| 3M | -14.0% | +17.0% | -31.1% | -22.4% |
| 6M | -26.8% | +1.4% | -28.2% | -27.6% |
| YTD | -19.8% | +13.8% | -33.6% | -26.4% |
| 1Y | +22.8% | +55.8% | -33.0% | -7.1% |
| 3Y | +183.6% | +647.4% | -463.8% | -25.0% |
| 5Y | +73.8% | +519.1% | -445.3% | -56.1% |
| 10Y | +185.6% | +345.6% | -160.0% | -25.8% |
| All | +645.9% | +337.4% | +308.5% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling