+212.2%
PAAS vs SPYG
+400.9%
-188.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.4% |
| 7D | -5.2% | -1.5% | -3.7% | -4.4% |
| 30D | -13.9% | -7.2% | -6.7% | -9.8% |
| 3M | -23.8% | -4.6% | -19.1% | -21.4% |
| 6M | -36.4% | -1.2% | -35.2% | -35.5% |
| YTD | -23.4% | +9.3% | -32.6% | -26.5% |
| 1Y | +5.6% | +8.8% | -3.2% | +1.7% |
| 3Y | +209.7% | +93.3% | +116.4% | +116.2% |
| 5Y | +55.6% | +71.7% | -16.1% | +12.9% |
| 10Y | +212.2% | +399.8% | -187.6% | +30.5% |
| All | +212.2% | +400.9% | -188.6% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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