+185.5%
PAAS vs RNG
+247.5%
-62.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.6% | -5.9% |
| 7D | +4.2% | -6.0% | +10.2% | +5.0% |
| 30D | -13.8% | -7.4% | -6.4% | -13.0% |
| 3M | -22.7% | +14.6% | -37.3% | -24.3% |
| 6M | -32.1% | +61.5% | -93.6% | -37.0% |
| YTD | -22.3% | +155.7% | -178.0% | -33.5% |
| 1Y | +7.7% | +172.5% | -164.8% | -8.7% |
| 3Y | +214.0% | +168.0% | +46.0% | +159.7% |
| 5Y | +63.2% | -73.8% | +137.0% | +68.3% |
| 10Y | +185.5% | +240.3% | -54.8% | +237.5% |
| All | +185.5% | +247.5% | -62.0% | +237.5% |
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