+26.1%
PAAS vs SGI
-10.7%
+36.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +6.8% | +1.5% | +5.3% |
| 7D | -1.1% | +12.1% | -13.2% | -5.8% |
| 30D | -8.5% | +12.1% | -20.5% | -13.0% |
| 3M | -7.3% | +0.4% | -7.7% | -7.9% |
| 6M | -18.3% | -4.0% | -14.3% | -18.2% |
| YTD | -19.2% | -21.2% | +2.1% | -10.1% |
| 1Y | +26.1% | -12.1% | +38.2% | +37.8% |
| All | +26.1% | -10.7% | +36.9% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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