+48.1%
PAAS vs SGI
+41.4%
+6.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -8.9% | -5.3% | -3.6% | -7.4% |
| 30D | -11.4% | -2.1% | -9.3% | -11.0% |
| 3M | -20.4% | -8.2% | -12.3% | -18.7% |
| 6M | -40.7% | -4.6% | -36.1% | -40.2% |
| YTD | -26.9% | -31.5% | +4.5% | -20.0% |
| 1Y | -3.1% | -30.8% | +27.8% | +6.0% |
| 3Y | +199.3% | +67.2% | +132.0% | +164.2% |
| All | +48.1% | +41.4% | +6.7% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling