+1,269.9%
PAAS vs SPG
+4,382.0%
-3,112.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -2.9% | -2.4% | -0.5% | -2.4% |
| 30D | +6.8% | -6.8% | +13.6% | +8.4% |
| 3M | -2.9% | +2.7% | -5.6% | -3.6% |
| 6M | -16.4% | +5.5% | -21.9% | -17.5% |
| YTD | 0.0% | +15.7% | -15.7% | -3.2% |
| 1Y | +54.3% | +20.9% | +33.5% | +47.8% |
| 3Y | +230.7% | +112.4% | +118.3% | +181.2% |
| 5Y | +111.6% | +101.4% | +10.3% | +79.9% |
| 10Y | +211.7% | +60.6% | +151.1% | +155.3% |
| All | +1,269.9% | +4,382.0% | -3,112.2% | +909.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling