+199.3%
PAAS vs SGI
+67.2%
+132.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -8.9% | -5.3% | -3.6% | -7.0% |
| 30D | -11.4% | -2.1% | -9.3% | -10.8% |
| 3M | -20.4% | -8.2% | -12.3% | -18.1% |
| 6M | -40.7% | -4.6% | -36.1% | -40.1% |
| YTD | -26.9% | -31.5% | +4.5% | -17.7% |
| 1Y | -3.1% | -30.8% | +27.8% | +8.9% |
| 3Y | +199.3% | +67.2% | +132.0% | +138.9% |
| All | +199.3% | +67.2% | +132.0% | +138.9% |
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