+196.2%
PAAS vs RNG
+234.5%
-38.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -8.9% | +4.6% | -13.5% | -9.4% |
| 30D | -11.4% | +0.4% | -11.8% | -11.6% |
| 3M | -20.4% | +11.4% | -31.9% | -21.7% |
| 6M | -40.7% | +95.7% | -136.4% | -46.4% |
| YTD | -26.9% | +162.9% | -189.8% | -37.8% |
| 1Y | -3.1% | +180.3% | -183.3% | -18.2% |
| 3Y | +199.3% | +188.3% | +10.9% | +144.6% |
| 5Y | +48.3% | -72.5% | +120.8% | +52.5% |
| All | +196.2% | +234.5% | -38.3% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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