+199.3%
PAAS vs PFG
+82.7%
+116.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -8.9% | +2.4% | -11.3% | -9.7% |
| 30D | -11.4% | +5.9% | -17.3% | -13.2% |
| 3M | -20.4% | -0.4% | -20.0% | -20.5% |
| 6M | -40.7% | +14.8% | -55.5% | -44.4% |
| YTD | -26.9% | +31.9% | -58.9% | -35.4% |
| 1Y | -3.1% | +38.8% | -41.9% | -15.8% |
| 3Y | +199.3% | +82.4% | +116.9% | +95.2% |
| All | +199.3% | +82.7% | +116.6% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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