+41.1%
PAAS vs RSG
-2.0%
+43.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.6% | -4.5% |
| 7D | -3.7% | -1.8% | -1.9% | -4.4% |
| 30D | -1.9% | +2.8% | -4.7% | -0.8% |
| 3M | +15.1% | +4.3% | +10.8% | +17.3% |
| 6M | -17.1% | -0.5% | -16.6% | -13.6% |
| YTD | -1.3% | +5.2% | -6.5% | +3.5% |
| 1Y | +41.1% | -2.1% | +43.2% | +48.9% |
| All | +41.1% | -2.0% | +43.1% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling