+476.5%
PAAS vs RSG
+2,259.5%
-1,783.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.2% | -5.9% |
| 7D | +4.2% | +2.0% | +2.2% | +3.8% |
| 30D | -13.8% | +14.2% | -28.0% | -16.1% |
| 3M | -22.7% | +15.8% | -38.5% | -25.1% |
| 6M | -32.1% | +24.6% | -56.7% | -35.4% |
| YTD | -22.3% | +18.2% | -40.5% | -25.3% |
| 1Y | +7.7% | +22.8% | -15.1% | +2.6% |
| 3Y | +214.0% | +62.4% | +151.7% | +182.9% |
| 5Y | +63.2% | +96.0% | -32.8% | +41.3% |
| 10Y | +185.5% | +448.5% | -263.0% | +102.8% |
| All | +476.5% | +2,259.5% | -1,783.0% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling