+178.3%
PAAS vs SGI
+397.2%
-218.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +6.9% | +2.5% |
| 7D | +8.4% | +1.0% | +7.4% | +8.2% |
| 30D | -7.2% | +3.9% | -11.1% | -8.0% |
| 3M | -14.0% | -0.8% | -13.2% | -14.1% |
| 6M | -26.8% | -18.0% | -8.8% | -24.3% |
| YTD | -19.8% | -27.6% | +7.8% | -15.1% |
| 1Y | +22.8% | -27.2% | +50.1% | +29.9% |
| 3Y | +183.6% | +76.0% | +107.7% | +153.9% |
| 5Y | +73.8% | +50.0% | +23.9% | +55.1% |
| All | +178.3% | +397.2% | -218.8% | +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