+7.7%
PAAS vs RNG
+171.5%
-163.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.6% | -5.9% |
| 7D | +4.2% | -6.0% | +10.2% | +4.5% |
| 30D | -13.8% | -7.4% | -6.4% | -13.5% |
| 3M | -22.7% | +14.6% | -37.3% | -23.0% |
| 6M | -32.1% | +61.5% | -93.6% | -33.5% |
| YTD | -22.3% | +155.7% | -178.0% | -31.8% |
| 1Y | +7.7% | +172.5% | -164.8% | -9.3% |
| All | +7.7% | +171.5% | -163.8% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling