+998.5%
PAAS vs SPG
+4,840.7%
-3,842.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +8.4% | +4.9% | +3.5% | +7.4% |
| 30D | -7.2% | +15.6% | -22.8% | -10.0% |
| 3M | -14.0% | +4.1% | -18.1% | -14.8% |
| 6M | -26.8% | +13.6% | -40.3% | -28.9% |
| YTD | -19.8% | +27.5% | -47.3% | -24.0% |
| 1Y | +22.8% | +32.2% | -9.4% | +15.6% |
| 3Y | +183.6% | +126.0% | +57.6% | +138.0% |
| 5Y | +73.8% | +74.7% | -0.9% | +51.8% |
| 10Y | +185.6% | +112.8% | +72.7% | +120.1% |
| All | +998.5% | +4,840.7% | -3,842.2% | +693.1% |
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