+197.9%
PAAS vs RSG
+452.6%
-254.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.5% |
| 7D | -7.0% | +1.4% | -8.5% | -7.4% |
| 30D | -15.3% | +15.0% | -30.3% | -18.8% |
| 3M | -27.7% | +18.5% | -46.2% | -31.3% |
| 6M | -40.5% | +25.8% | -66.2% | -44.9% |
| YTD | -26.5% | +20.8% | -47.3% | -31.2% |
| 1Y | -0.8% | +24.8% | -25.6% | -8.2% |
| 3Y | +196.9% | +65.9% | +131.0% | +149.6% |
| 5Y | +49.2% | +99.1% | -49.9% | +17.4% |
| All | +197.9% | +452.6% | -254.7% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling