+49.2%
PAAS vs SPG
+83.3%
-34.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -7.0% | +3.1% | -10.2% | -8.1% |
| 30D | -15.3% | +16.4% | -31.7% | -19.9% |
| 3M | -27.7% | +7.1% | -34.8% | -29.6% |
| 6M | -40.5% | +16.1% | -56.5% | -43.9% |
| YTD | -26.5% | +30.4% | -57.0% | -33.9% |
| 1Y | -0.8% | +33.0% | -33.8% | -11.3% |
| 3Y | +196.9% | +134.6% | +62.3% | +110.1% |
| 5Y | +49.2% | +84.9% | -35.7% | +6.8% |
| All | +49.2% | +83.3% | -34.1% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling