+248.2%
PAAS vs SGI
+54.7%
+193.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -2.9% | +8.5% | -11.4% | -5.7% |
| 30D | +6.8% | +0.7% | +6.1% | +6.3% |
| 3M | -2.9% | +0.6% | -3.5% | -3.6% |
| 6M | -16.4% | -17.9% | +1.5% | -11.6% |
| YTD | 0.0% | -21.2% | +21.2% | +7.4% |
| 1Y | +54.3% | -18.9% | +73.2% | +64.1% |
| All | +248.2% | +54.7% | +193.5% | +185.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling