+202.7%
PAAS vs SGI
+261.3%
-58.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | +2.0% | +9.3% | -7.3% | +0.3% |
| 30D | -0.1% | +6.9% | -7.0% | -1.4% |
| 3M | +8.2% | +2.8% | +5.4% | +7.4% |
| 6M | -13.8% | -12.6% | -1.2% | -12.0% |
| YTD | -0.6% | -21.5% | +20.9% | +3.5% |
| 1Y | +44.0% | -18.8% | +62.7% | +48.8% |
| 3Y | +246.6% | +60.8% | +185.7% | +215.5% |
| 5Y | +116.1% | +60.0% | +56.1% | +91.4% |
| 10Y | +202.7% | +267.8% | -65.1% | +109.8% |
| All | +202.7% | +261.3% | -58.6% | +109.8% |
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 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