+183.6%
PAAS vs RNG
+154.7%
+29.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +1.7% |
| 7D | +8.4% | -11.3% | +19.7% | +9.7% |
| 30D | -7.2% | -5.7% | -1.5% | -6.6% |
| 3M | -14.0% | +16.8% | -30.8% | -15.6% |
| 6M | -26.8% | +58.5% | -85.2% | -30.9% |
| YTD | -19.8% | +151.3% | -171.1% | -31.4% |
| 1Y | +22.8% | +169.0% | -146.2% | +4.0% |
| 3Y | +183.6% | +156.9% | +26.7% | +129.7% |
| All | +183.6% | +154.7% | +29.0% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling