-3.1%
PAAS vs RNG
+176.7%
-179.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -8.9% | +4.6% | -13.5% | -9.1% |
| 30D | -11.4% | +0.4% | -11.8% | -11.4% |
| 3M | -20.4% | +11.4% | -31.9% | -20.7% |
| 6M | -40.7% | +95.7% | -136.4% | -42.9% |
| YTD | -26.9% | +162.9% | -189.8% | -36.1% |
| 1Y | -3.1% | +180.3% | -183.3% | -19.3% |
| All | -3.1% | +176.7% | -179.7% | -19.3% |
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