+360.4%
PAAS vs RNG
+338.4%
+22.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.7% |
| 7D | -5.2% | -3.5% | -1.7% | -4.8% |
| 30D | -13.9% | -3.8% | -10.2% | -13.6% |
| 3M | -23.8% | +18.6% | -42.3% | -25.5% |
| 6M | -36.4% | +69.2% | -105.6% | -41.1% |
| YTD | -23.4% | +161.9% | -185.2% | -33.8% |
| 1Y | +5.6% | +176.2% | -170.6% | -9.4% |
| 3Y | +209.7% | +174.5% | +35.2% | +159.4% |
| 5Y | +55.6% | -71.9% | +127.5% | +58.0% |
| 10Y | +212.2% | +235.4% | -23.2% | +177.1% |
| All | +360.4% | +338.4% | +22.0% | +311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling