+5.6%
PAAS vs SGI
-32.6%
+38.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -5.2% | -10.5% | +5.3% | -0.2% |
| 30D | -13.9% | +0.1% | -14.1% | -14.2% |
| 3M | -23.8% | -4.0% | -19.8% | -22.8% |
| 6M | -36.4% | -5.6% | -30.8% | -35.7% |
| YTD | -23.4% | -29.5% | +6.1% | -8.1% |
| 1Y | +5.6% | -31.5% | +37.2% | +28.7% |
| All | +5.6% | -32.6% | +38.2% | +28.7% |
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