+202.7%
PAAS vs SPG
+61.5%
+141.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.9% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -0.1% | -4.9% | +4.9% | +1.0% |
| 3M | +8.2% | +3.3% | +4.9% | +7.3% |
| 6M | -13.8% | +11.2% | -25.0% | -15.9% |
| YTD | -0.6% | +17.1% | -17.7% | -4.1% |
| 1Y | +44.0% | +21.6% | +22.4% | +37.7% |
| 3Y | +246.6% | +111.9% | +134.7% | +195.8% |
| 5Y | +116.1% | +106.9% | +9.2% | +83.1% |
| 10Y | +202.7% | +62.2% | +140.5% | +220.7% |
| All | +202.7% | +61.5% | +141.2% | +220.7% |
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