+642.0%
PAAS vs RSG
+2,015.2%
-1,373.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | +6.8% | +7.6% | -0.8% | +5.3% |
| 3M | -2.9% | +7.4% | -10.3% | -4.5% |
| 6M | -16.4% | -3.3% | -13.2% | -16.3% |
| YTD | 0.0% | +6.0% | -6.0% | -1.7% |
| 1Y | +54.3% | -3.7% | +58.0% | +54.5% |
| 3Y | +230.7% | +59.1% | +171.6% | +199.6% |
| 5Y | +111.6% | +89.0% | +22.6% | +84.8% |
| 10Y | +211.7% | +412.5% | -200.8% | +125.0% |
| All | +642.0% | +2,015.2% | -1,373.2% | +370.5% |
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 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