+50.8%
PAAS vs RNG
+116.0%
-65.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | +2.6% | -4.1% | +6.7% | +2.8% |
| 30D | +2.5% | +8.6% | -6.2% | +2.3% |
| 3M | +15.1% | +78.0% | -62.9% | +11.9% |
| 6M | -12.1% | +67.0% | -79.1% | -14.4% |
| YTD | +3.1% | +142.4% | -139.4% | -7.6% |
| 1Y | +50.8% | +120.4% | -69.6% | +38.1% |
| All | +50.8% | +116.0% | -65.2% | +38.1% |
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