+213.9%
PAAS vs SPG
+137.4%
+76.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.2% | +2.7% | -7.9% | -6.2% |
| 30D | -13.9% | +16.6% | -30.5% | -18.8% |
| 3M | -23.8% | +8.1% | -31.9% | -26.1% |
| 6M | -36.4% | +19.3% | -55.8% | -41.1% |
| YTD | -23.4% | +31.1% | -54.4% | -31.9% |
| 1Y | +5.6% | +32.8% | -27.1% | -6.6% |
| All | +213.9% | +137.4% | +76.6% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling