+414.9%
PAAS vs SGI
+2,083.6%
-1,668.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -2.9% | +8.5% | -11.4% | -4.1% |
| 30D | +6.8% | +0.7% | +6.1% | +6.6% |
| 3M | -2.9% | +0.6% | -3.5% | -3.2% |
| 6M | -16.4% | -17.9% | +1.5% | -14.1% |
| YTD | 0.0% | -21.2% | +21.2% | +3.5% |
| 1Y | +54.3% | -18.9% | +73.2% | +58.8% |
| 3Y | +230.7% | +52.6% | +178.0% | +206.6% |
| 5Y | +111.6% | +60.7% | +50.9% | +90.1% |
| 10Y | +211.7% | +278.1% | -66.4% | +128.6% |
| All | +414.9% | +2,083.6% | -1,668.7% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling