+186.4%
PAAS vs SGI
+413.4%
-227.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.2% |
| 7D | +8.8% | -0.2% | +9.1% | +8.9% |
| 30D | -8.5% | +6.6% | -15.0% | -9.7% |
| 3M | -17.0% | +1.8% | -18.8% | -17.5% |
| 6M | -27.9% | -3.9% | -24.0% | -27.6% |
| YTD | -17.5% | -25.2% | +7.8% | -13.2% |
| 1Y | +22.8% | -26.7% | +49.6% | +29.7% |
| 3Y | +224.2% | +86.8% | +137.4% | +187.1% |
| 5Y | +73.6% | +56.6% | +17.0% | +53.7% |
| 10Y | +186.4% | +384.3% | -198.0% | +114.5% |
| All | +186.4% | +413.4% | -227.1% | +114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling