+196.2%
PAAS vs SPG
+113.9%
+82.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -8.9% | +2.0% | -10.9% | -9.3% |
| 30D | -11.4% | +17.2% | -28.7% | -14.2% |
| 3M | -20.4% | +6.3% | -26.8% | -21.4% |
| 6M | -40.7% | +18.7% | -59.4% | -42.9% |
| YTD | -26.9% | +30.1% | -57.0% | -30.9% |
| 1Y | -3.1% | +32.8% | -35.8% | -8.7% |
| 3Y | +199.3% | +133.6% | +65.7% | +151.7% |
| 5Y | +48.3% | +84.4% | -36.1% | +28.0% |
| All | +196.2% | +113.9% | +82.3% | +142.0% |
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