+186.4%
PAAS vs SPG
+117.3%
+69.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.5% |
| 7D | +8.8% | +5.1% | +3.8% | +7.8% |
| 30D | -8.5% | +16.8% | -25.3% | -11.3% |
| 3M | -17.0% | +5.7% | -22.7% | -18.0% |
| 6M | -27.9% | +17.8% | -45.7% | -30.4% |
| YTD | -17.5% | +30.1% | -47.6% | -22.0% |
| 1Y | +22.8% | +32.8% | -10.0% | +15.7% |
| 3Y | +224.2% | +137.2% | +87.0% | +172.1% |
| 5Y | +73.6% | +81.5% | -7.8% | +50.3% |
| 10Y | +186.4% | +116.5% | +69.8% | +123.8% |
| All | +186.4% | +117.3% | +69.1% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling