+239.7%
PAAS vs RNG
+215.2%
+24.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | +2.6% | -4.1% | +6.7% | +3.2% |
| 30D | +2.5% | +8.6% | -6.2% | +1.2% |
| 3M | +15.1% | +78.0% | -62.9% | +5.8% |
| 6M | -12.1% | +67.0% | -79.1% | -19.2% |
| YTD | +3.1% | +142.4% | -139.4% | -11.1% |
| 1Y | +50.8% | +120.4% | -69.6% | +31.4% |
| 3Y | +259.5% | +122.1% | +137.4% | +204.4% |
| 5Y | +126.3% | -69.8% | +196.2% | +129.6% |
| 10Y | +239.7% | +223.4% | +16.4% | +268.9% |
| All | +239.7% | +215.2% | +24.5% | +268.9% |
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