+246.6%
PAAS vs RSG
+55.3%
+191.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | -0.1% | +3.3% | -3.4% | -0.6% |
| 3M | +8.2% | +8.5% | -0.2% | +6.2% |
| 6M | -13.8% | -3.5% | -10.3% | -11.8% |
| YTD | -0.6% | +5.5% | -6.1% | -1.9% |
| 1Y | +44.0% | -1.7% | +45.7% | +46.4% |
| 3Y | +246.6% | +56.9% | +189.7% | +194.5% |
| All | +246.6% | +55.3% | +191.3% | +194.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling