+250.9%
PAAS vs RNG
+130.4%
+120.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -2.0% |
| 7D | -2.9% | +5.8% | -8.7% | -3.4% |
| 30D | +6.8% | +19.6% | -12.8% | +4.8% |
| 3M | -2.9% | +67.0% | -69.9% | -8.5% |
| 6M | -16.4% | +88.4% | -104.8% | -23.4% |
| YTD | 0.0% | +155.5% | -155.5% | -14.0% |
| 1Y | +54.3% | +141.7% | -87.3% | +33.5% |
| All | +250.9% | +130.4% | +120.6% | +190.0% |
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